Supersolutions

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Diego Moreira - One of the best experts on this subject based on the ideXlab platform.

  • Optimal Regularity for the Convex Envelope and Semiconvex Functions Related to Supersolutions of Fully Nonlinear Elliptic Equations
    Communications in Mathematical Physics, 2019
    Co-Authors: J. Ederson M. Braga, Alessio Figalli, Diego Moreira
    Abstract:

    In this paper we prove optimal regularity for the convex envelope of Supersolutions to general fully nonlinear elliptic equations with unbounded coefficients. More precisely, we deal with coefficients and right hand sides (RHS) in Lq with $${q \geq n}$$ . This extends the result of Caffarelli on the $${C_{loc}^{1,1}}$$ regularity of the convex envelope of Supersolutions of fully nonlinear elliptic equations with bounded RHS. Moreover, we also provide a regularity result with estimates for $${\omega}$$ -semiconvex functions that are Supersolutions to the same type of equations with unbounded RHS (i.e, RHS in $${L^{q}, q \geq n}$$ ). By a completely different method, our results here extend the recent regularity results obtained by Braga et al. (Adv Math 334:184–242, 2018) for $${q > n}$$ , as far as fully nonlinear PDEs are concerned. These results include, in particular, the apriori estimate obtained by Caffarelli et al. (Commun Pure Appl Math 38(2):209–252, 1985) on the modulus of continuity of the gradient of $${\omega}$$ -semiconvex Supersolutions (for linear equations and bounded RHS) that have a Holder modulus of semiconvexity.

  • inhomogeneous hopf oleĭnik lemma and regularity of semiconvex Supersolutions via new barriers for the pucci extremal operators
    Advances in Mathematics, 2018
    Co-Authors: Ederson J M Braga, Diego Moreira
    Abstract:

    Abstract In this paper, we construct new barriers for the Pucci extremal operators with unbounded RHS. The geometry of these barriers is given by a Harnack inequality up to the boundary type estimate. Under the possession of these barriers, we prove a new quantitative version of the Hopf–Oleĭnik Lemma for quasilinear elliptic equations with g-Laplace type growth. Finally, we prove (sharp) regularity for ω-semiconvex Supersolutions for some nonlinear PDEs. These results are new even for second order linear elliptic equations in nondivergence form. Moreover, these estimates extend and improve a classical a priori estimate proven by L. Caffarelli, J.J. Kohn, J. Spruck and L. Nirenberg in [13] in 1985 as well as a more recent result on the C 1 , 1 regularity for convex Supersolutions obtained by C. Imbert in [33] in 2006.

Juha Kinnunen - One of the best experts on this subject based on the ideXlab platform.

Mouhamed Moustapha Fall - One of the best experts on this subject based on the ideXlab platform.

Christoph Mainberger - One of the best experts on this subject based on the ideXlab platform.

  • Minimal Supersolutions of convex BSDEs under constraints
    Esaim: Probability and Statistics, 2016
    Co-Authors: Gregor Heyne, Michael Kupper, Christoph Mainberger, Ludovic Tangpi
    Abstract:

    We study Supersolutions of a backward stochastic differential equation, the control processes of which are constrained to be continuous semimartingales of the form d Z = Δ d t + Γ d W . The generator may depend on the decomposition ( Δ,Γ ) and is assumed to be positive, jointly convex and lower semicontinuous, and to satisfy a superquadratic growth condition in Δ and Γ . We prove the existence of a supersolution that is minimal at time zero and derive stability properties of the non-linear operator that maps terminal conditions to the time zero value of this minimal supersolution such as monotone convergence, Fatou’s lemma and L 1 -lower semicontinuity. Furthermore, we provide duality results within the present framework and thereby give conditions for the existence of solutions under constraints.

  • stability and markov property of forward backward minimal Supersolutions
    Electronic Journal of Probability, 2016
    Co-Authors: Samuel Drapeau, Christoph Mainberger
    Abstract:

    We show stability and locality of the minimal supersolution of a forward backward stochastic differential equation with respect to the underlying forward process under weak assumptions on the generator. The forward process appears both in the generator and the terminal condition. Painleve-Kuratowski and Convex Epi-convergence are used to establish the stability. For Markovian forward processes the minimal supersolution is shown to have the Markov property. Furthermore, it is related to a time-shifted problem and identified as a viscosity supersolution of a corresponding PDE.

  • Stability and Markov Property of Forward Backward Minimal Supersolutions
    arXiv: Probability, 2015
    Co-Authors: Samuel Drapeau, Christoph Mainberger
    Abstract:

    We show stability and locality of the minimal supersolution of a forward backward stochastic differential equation with respect to the underlying forward process under weak assumptions on the generator. The forward process appears both in the generator and the terminal condition. Painlev\'e-Kuratowski and Convex Epi-convergence are used to establish the stability. For Markovian forward processes the minimal supersolution is shown to have the Markov property. Furthermore, it is related to a time-shifted problem and identified as the unique minimal viscosity supersolution of a corresponding PDE.

  • Minimal Supersolutions of Convex BSDEs under Constraints
    arXiv: Probability, 2013
    Co-Authors: Gregor Heyne, Michael Kupper, Christoph Mainberger, Ludovic Tangpi
    Abstract:

    We study Supersolutions of a backward stochastic differential equation, the control processes of which are constrained to be continuous semimartingales of the form $dZ = {\Delta}dt + {\Gamma}dW$. The generator may depend on the decomposition $({\Delta},{\Gamma})$ and is assumed to be positive, jointly convex and lower semicontinuous, and to satisfy a superquadratic growth condition in ${\Delta}$ and ${\Gamma}$. We prove the existence of a supersolution that is minimal at time zero and derive stability properties of the non-linear operator that maps terminal conditions to the time zero value of this minimal supersolution such as monotone convergence, Fatou's lemma and $L^1$-lower semicontinuity. Furthermore, we provide duality results within the present framework and thereby give conditions for the existence of solutions under constraints.

  • Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators
    arXiv: Probability, 2011
    Co-Authors: Gregor Heyne, Michael Kupper, Christoph Mainberger
    Abstract:

    We study the existence and uniqueness of minimal Supersolutions of backward stochastic differential equations with generators that are jointly lower semicontinuous, bounded below by an affine function of the control variable and satisfy a specific normalization property.

Vy Khoi Le - One of the best experts on this subject based on the ideXlab platform.