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scientific article; zbMATH DE number 1748349
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    scientific article; zbMATH DE number 1748349

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      11 June 2002
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      fully nonlinear degenerate elliptic equation
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      viscosity solution
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      Hamilton-Jacobi-Bellman-Isaacs equation
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      continuous dependence estimate
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      vanishing viscosity method
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      convergence rate
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      The authors are mainly interested in bounded continuous viscosity solutions of fully nonlinear degenerate elliptic equations of the form \[ F\bigl( x,u(x),Du(x), D^2u(x)\bigr)=0 \text{ in }\mathbb{R}^N. \tag{1} \] Under some suitable assumptions on \(F\), they obtain existence, uniqueness, and Hölder continuity results. They also deal with the problem of finding an upper bound on the difference between a viscosity subsolution \(u\) of (1) and a viscosity supersolution \(\overline u\) of \[ \overline F\bigl(u,\overline u(x), D\overline u(x),D^2 \overline u(x)\bigr)= 0\text{ in }\mathbb{R}^N, \] where \(\overline F\) is another nonlinearity satisfying suitable assumptions. Moreover, they present examples of equations which are covered by their results. In particular, an explicit continuous dependence estimate is stated for the second-order Hamilton-Jacobi-Bellman-Isaacs equations associated with zero-sum, two-player stochastic differential games.
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