1 citations · 1 across the 5 of their papers we have counts for
5 papers
A Deep BSDE approximation of nonlinear integro-PDEs with unbounded nonlocal operators
Espen Robstad Jakobsen, Sehail Mazid
Machine learning for partial differential equations (PDEs) is a hot topic. In this paper we introduce and analyse a Deep BSDE scheme for nonlinear integro-PDEs with unbounded nonlo…
Towards a Schauder theory for fractional viscous Hamilton--Jacobi equations
Espen R. Jakobsen, Artur Rutkowski
We survey some results on Lipschitz and Schauder regularity estimates for viscous Hamilton--Jacobi equations with subcritical Lévy diffusions. The Schauder estimates, along with ex…
Precise Error Bounds for Numerical Approximations of Fractional HJB Equations
Indranil Chowdhury, Espen R. Jakobsen
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected differe…
On the well-posedness of solutions with finite energy for nonlocal equations of porous medium type
Félix del Teso, Jørgen Endal, Espen R. Jakobsen
We study well-posedness and equivalence of different notions of solutions with finite energy for nonlocal porous medium type equations of the form These eq…
contraction for bounded (non-integrable) solutions of degenerate parabolic equations
J. Endal, E. R. Jakobsen
We obtain new contraction results for bounded entropy solutions of Cauchy problems for degenerate parabolic equations. The equations we consider have possibly strongly degene…