Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator

DOI10.3934/CPAA.2019049zbMath1415.35093OpenAlexW2623339686WikidataQ128825416 ScholiaQ128825416MaRDI QIDQ1733886

Thi Tuyen Nguyen

Publication date: 21 March 2019

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2019049

zbMATH Keywords

well-posednessstrong maximum principle

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Asymptotic behavior of solutions to PDEs (35B40) Maximum principles in context of PDEs (35B50) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Integro-partial differential equations (35R09)

Related Items (2)

A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator ⋮ Nonlocal ergodic control problem in \(\mathbb{R}^d\)

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