Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians

被引：7

作者：

Bensaoud, I ^{[1
]}

Sayah, A ^{[1
]}

机构：

[1] Univ Mohammed 5, Fac Sci, Dept Math & Informat, Rabat, Morocco

来源：

ARCHIV DER MATHEMATIK | 2002年 / 79卷 / 05期

关键词：

D O I：

10.1007/PL00012462

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we prove a stability result for Hamilton-Jacobi equations with an integro-differential term for discontinuous Hamiltonians. This type of equations arises in various problems concerning, for example, the control of diffusion processes with jumps. the theory of large deviations for processes with jumps, and the theory of piece-wise deterministic processes.

引用

页码：392 / 395

页数：4

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