A complex parabolic type Monge-Ampère equation (Q678105)
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English | A complex parabolic type Monge-Ampère equation |
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A complex parabolic type Monge-Ampère equation (English)
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15 September 1997
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This paper deals with the complex parabolic type Monge-Ampère equation \[ (\partial u/\partial t)+\text{det}[\partial^2u/\partial z_i\partial\overline z_j]=f\quad\text{in }B\times(0,T) \] with the boundary condition on the boundary of \(B\times(0,T)\), where \(B\) is the ball in \(\mathbb{C}^d\). Applying stochastic optimal control techniques associated with Monge-Ampère equation and using various evaluations, the author obtained the unique continuous solution in \(W^{1,2}_{\infty,\text{loc}}\).
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Monge-Amère equation
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stochastic optimal control
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