Liouville properties and critical value of fully nonlinear elliptic operators
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ergodic Hamilton-Jacobi-Bellman equationsstabilization in parabolic equationssub- and supersolutions
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)
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.
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Cites work
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Cited in
(15)- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
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- Certain Liouville properties of eigenfunctions of elliptic operators
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- Some new Liouville-type results for fully nonlinear PDEs on the Heisenberg group
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