VALUE FUNCTIONS AND THE DIRICHLET PROBLEM FOR ISAACS EQUATION IN A SMOOTH DOMAIN

被引：13

作者：

Kovats, Jay ^{[1
]}

机构：

[1] Florida Inst Technol, Dept Math Sci, Melbourne, FL 32901 USA

来源：

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY | 2009年 / 361卷 / 08期

关键词：

JACOBI-BELLMAN EQUATIONS; PARTIAL-DIFFERENTIAL EQUATIONS; STOCHASTIC INTEGRALS; VISCOSITY SOLUTIONS; GAMES;

D O I：

10.1090/S0002-9947-09-04732-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we investigate probabilistic solutions of the Dirichlet problem for the elliptic Isaacs equation in a smooth bounded domain in Euclidean space.

引用

页码：4045 / 4076

页数：32

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