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Publication:3774222
zbMath0635.35020MaRDI QIDQ3774222
Maria Giovanna Garroni, Italo Capuzzo-Dolcetta
Publication date: 1986
Full work available at URL: http://www.numdam.org/item?id=ASNSP_1986_4_13_4_689_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
uniquenessstochastic processessingularityDirichlet boundary dataunilateral problemsmooth domainHölder continuoussecond-order oblique derivative
Smoothness and regularity of solutions to PDEs (35B65) Boundary value problems for second-order elliptic equations (35J25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor ⋮ Green's function and invariant density for an integro-differential operator of second order ⋮ On ergodic stochastic control ⋮ The blowup property of solutions to some diffusion equations with localized nonlinear reactions ⋮ Neumann problem for reaction-diffusion systems with nonlocal nonlinear sources ⋮ Finite element approximation of some indefinite elliptic problems ⋮ Hamilton-Jacobi Equations with State Constraints ⋮ Unnamed Item ⋮ On ergodic stochastic control ⋮ Singularity analysis for a semilinear integro-differential equation with nonlinear memory boundary
Cites Work
- On a class of unilateral evolution problems
- Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. I
- On pababolic oblique derivative problem with holder continuous coefficients
- Stochastic differential equations with reflecting boundary conditions
- On Some Impulse Control Problems with Long Run Average Cost
- Diffusion processes with boundary conditions
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