3 papers
math.AP2026
Strong comparison principle for fully nonlinear partial differential equations with Hamiltonians discontinuous in all variables
Isaac Ohavi
We establish a strong comparison principle for viscosity solutions of fully nonlinear elliptic equations driven by second-order Hamiltonians that may be discontinuous with respect…
math.OC2020
Stochastic control on networks: weak DPP, and verification theorem
Isaac Ohavi
The purpose of this article is to study a stochastic control problem on a junction, with control at the junction point. The problem of control is formulated in the weak sense, usin…
math.PR2019
Non Homogeneous Stochastic Diffusion on a Junction
Isaac Ohavi
The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes o…