Existence and compactness for weak solutions to Bellman systems with critical growth (Q449270)

The very interesting paper under review deals with nonlinear elliptic and parabolic systems of the type \[ Lu_\nu+\lambda_\nu u_nu=H_\nu(x,\mathbf{u},\nabla \text\textbf{u}) \nu=1,\ldots,N,\quad x\in\Omega\subset \mathbb R^n \] or \[ D_t u_\nu+ Lu_\nu+\lambda_\nu u_nu=H_\nu(x,\mathbf{u},\nabla \text\textbf{u}), \] which are the Bellman systems associated to stochastic differential games. The authors establish the existence of weak solutions in any dimension for an arbitrary number of equations. The method of proof is based on using a renormalized sub- and super-solution technique. The main novelty of the paper consists in the new structure conditions on the critical growth terms which allow to show weak solvability for Bellman systems to certain classes of stochastic differential games.