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20062021
most citedUniqueness Results for Second Order Bellman-Isaacs Equations under Quadratic Growth Assumptions and Applications

87 citations · 307 across the 25 of their papers we have counts for

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math.AP2019★ 5 cited

Some results for the large time behavior of Hamilton-Jacobi Equations with Caputo Time Derivative

Olivier Ley, Erwin Topp, Miguel Yangari

We obtain some Hölder regularity estimates for an Hamilton-Jacobi with fractional time derivative of order cast by a Caputo derivative. The Hölder seminorms are indepe…

math.AP2019★ 1 cited

Finite Horizon Mean Field Games on Networks

Yves Achdou, Manh-Khang Dao, Olivier Ley +1

We consider finite horizon stochastic mean field games in which the state space is a network. They are described by a system coupling a backward in time Hamilton-Jacobi-Bellman equ…

math.AP2018

A Class of Infinite Horizon Mean Field Games on Networks

Yves Achdou, Manh-Khang Dao, Olivier Ley +1

We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and…

math.AP2017★ 3 cited

Large time behavior of unbounded solutions of first-order Hamilton-Jacobi equations in the whole space

Guy Barles, Olivier Ley, Thi-Tuyen Nguyen +1

We study the large time behavior of solutions of first-order convex Hamilton-Jacobi Equations of Eikonal type set in the whole space. We assume that the solutions may have arbitrar…

math.AP2017

A Priori Lipschitz Estimates for Solutions of Local and Nonlocal Hamilton-Jacobi Equations with Ornstein-Uhlenbeck Operator

Emmanuel Chasseigne, Olivier Ley, Thi-Tuyen Nguyen

We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the res…

math.AP2016★ 8 cited

Lipschitz regularity results for nonlinear strictly elliptic equations and applications

Olivier Ley, Vinh Duc Nguyen

Most of lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (s…