Viscosity solutions for fully nonlinear second order equations with applications to stochastic differential games

1986 ◽  
Author(s):  
Robert Jensen
Author(s):  
Alessandro Goffi ◽  
Francesco Pediconi

AbstractWe investigate strong maximum (and minimum) principles for fully nonlinear second-order equations on Riemannian manifolds that are non-totally degenerate and satisfy appropriate scaling conditions. Our results apply to a large class of nonlinear operators, among which Pucci’s extremal operators, some singular operators such as those modeled on the p- and $$\infty $$ ∞ -Laplacian, and mean curvature-type problems. As a byproduct, we establish new strong comparison principles for some second-order uniformly elliptic problems when the manifold has nonnegative sectional curvature.


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