Second order backward SDE with random terminal time

We consider boundary value problems for differential equations of second order containing a brownian motion (random perturbation) and a small parameter.. For this case we prove

An additional step towards gyrokinetic equations considers the coupling between the reduced particle dynamics with electromagnetic fields within the field-particle Lagrangian,

This paper describes a fairly simple method for proving the classical solvability of certain fully nonlinear second order elliptic equations, provided the coefficient of the

Now we show how the strong stabilization for various nonlinear feedback terms can be deduced from Theorem 4 or Corollary 5, in the case of wave,.. beam or plate-like

JENSEN, Uniqueness Criteria for Viscosity Solutions of Fully Nonlinear Elliptic Partial Differential Equations, preprint. [6]

In sections 4 and 5 we prove our main results: the sufficient condition for quadratic growth in the strong sense, the characterization of this property in the case of pure

Our main interest in this paper is on the extension to the fully nonlinear second order parabolic equations, as initiated in the finite horizon setting by Soner, Touzi &

Theorem 3.1 Let Assumptions (H1), (H2), (HA), and (Hϑ) hold. We use the corresponding result for the parabolic case in [19] to prove the non dependence of v β on a, and then