On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable "Coefficients" without Convexity Assumptions

被引:12
作者
Dong, Hongjie [1 ]
Krylov, N. V. [2 ]
机构
[1] Brown Univ, Div Appl Math, Providence, RI 02912 USA
[2] Univ Minnesota, Dept Math, Minneapolis, MN 55455 USA
基金
美国国家科学基金会;
关键词
Bellman's equations; Finite differences; Fully nonlinear parabolic equations; VISCOSITY SOLUTIONS; REGULARITY THEORY; INTERIOR;
D O I
10.1080/03605302.2012.756013
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We show that for any uniformly parabolic fully nonlinear second-order equation with bounded measurable coefficients and bounded free term in any cylindrical smooth domain with smooth boundary data one can find an approximating equation which has a unique continuous solution with the first derivatives bounded and the second spacial derivatives locally bounded. The approximating equation is constructed in such a way that it modifies the original one only for large values of the unknown function and its spacial derivatives.
引用
收藏
页码:1038 / 1068
页数:31
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