Liouville properties and critical value of fully nonlinear elliptic operators

DOI10.1016/J.JDE.2016.06.006zbMATH Open1350.35045arXiv1604.03859OpenAlexW2963263505MaRDI QIDQ305403FDOQ305403

Authors: Martino Bardi, Annalisa Cesaroni 

Publication date: 29 August 2016

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have an appropriate sign, as in Ornstein- Uhlenbeck operators. We give two applications. The first is a stabilization property for large times of solutions to fully nonlinear parabolic equations. The second is the solvability of an ergodic Hamilton-Jacobi-Bellman equation that identifies a unique critical value of the operator.

Full work available at URL: https://arxiv.org/abs/1604.03859

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zbMATH Keywords

ergodic Hamilton-Jacobi-Bellman equationsstabilization in parabolic equationssub- and supersolutions

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Nonlinear elliptic equations (35J60) Liouville theorems and Phragmén-Lindelöf theorems in context of PDEs (35B53) Viscosity solutions to PDEs (35D40) Degenerate elliptic equations (35J70) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cited In (15)

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