Ergodic problems and periodic homogenization for fully nonlinear equations in half-space type domains with Neumann boundary conditions

DOI10.1512/iumj.2008.57.3363zbMath1173.35013arXiv0910.4720OpenAlexW2953273555MaRDI QIDQ3596789

Francesca Da Lio, Pierre-Louis Lions, Panagiotis E. Souganidis, Guy Barles

Publication date: 9 February 2009

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.4720

zbMATH Keywords

viscosity solution Hamilton-Jacobi-Bellman equations cell problem ergodic boundary value problem viscosity sub-solution viscosity super-solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by partial differential equations (93C20) Nonlinear parabolic equations (35K55) Nonlinear elliptic equations (35J60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

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