Uniqueness for first-order Hamilton-Jacobi equations and Hopf formula
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Publication:1095303
DOI10.1016/0022-0396(87)90124-0zbMath0632.35009OpenAlexW2076676066MaRDI QIDQ1095303
Publication date: 1987
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0396(87)90124-0
comparisonuniquenessCauchy problemHamilton-Jacobi equationsviscosity solutionssubsolutionsupersolutionfirst orderHopf formula
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Related Items (7)
The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise ⋮ Comparison principles for nonlocal Hamilton-Jacobi equations ⋮ The Inverse Problem for Hamilton--Jacobi Equations and Semiconcave Envelopes ⋮ Representations formulas for some differential games with asymmetric information ⋮ On a viscous Hamilton-Jacobi equation with an unbounded potential term ⋮ The Bellman equation for control of the running max of a diffusion and applications to look-back options ⋮ Duality solutions for pressureless gases, monotone scalar conservation laws, and uniqueness
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