Cyril Imbert
University of Paris
Journal of the European Mathematical Society | 2011
Guy Barles; Emmanuel Chasseigne; Cyril Imbert
This paper is concerned with the Holder regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain, either the equation is strictly elliptic in the classical fully non-linear sense, or (and this is the most original part of our work) the equation is strictly elliptic in a non-local non-linear sense we make precise. Next we impose some regularity and growth conditions on the equation. These results are concerned with a large class of integro-differential operators whose singular measures depend on x and also a large class of equations, including Bellman-Isaacs Equations.
Siam Journal on Control and Optimization | 2009
Bruno Bouchard; Romuald Elie; Cyril Imbert
We study a class of Markovian optimal stochastic control problems in which the controlled process
Communications in Partial Differential Equations | 2008
Cyril Imbert; Régis Monneau; Elisabeth Rouy
Z^{\nu}
Siam Journal on Mathematical Analysis | 2010
Nathaël Alibaud; Cyril Imbert; Grzegorz Karch
is constrained to satisfy an almost sure constraint
Siam Journal on Mathematical Analysis | 2004
Cyril Imbert; Julien Vovelle
Z^{\nu}(T)\in G\subset\mathbb{R}^{d+1}
Archive for Rational Mechanics and Analysis | 2015
Piotr Biler; Cyril Imbert; Grzegorz Karch
Journal of the European Mathematical Society | 2016
Cyril Imbert; Luis Silvestre
\mathbb{P}
Interfaces and Free Boundaries | 2009
Cyril Imbert
-a.s. at some final time
Advances in Mathematics | 2013
Cyril Imbert; Luis Silvestre
T>0
Asymptotic Analysis | 2008
Ivan Gentil; Cyril Imbert
. When the set is of the form
