Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator

DOI10.1080/03605300500358087zbMath1101.35017OpenAlexW2061421747MaRDI QIDQ5478772

Yasuhiro Fujita, Hitoshi Ishii, Paola Loreti

Publication date: 13 July 2006

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605300500358087

zbMATH Keywords

stochastic optimal controllong time behaviortraveling frontdynamic programming equations

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Nonlinear parabolic equations (35K55) Maximum principles in context of PDEs (35B50) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40) Initial value problems for second-order parabolic equations (35K15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cites Work

• Unnamed Item
• On the strong maximum principle for fully nonlinear degenerate elliptic equations
• Space-Time Periodic Solutions and Long-Time Behavior of Solutions to Quasi-linear Parabolic Equations
• User’s guide to viscosity solutions of second order partial differential equations
• Sur la convergence du semi-groupe de Lax-Oleinik
• Remarks on the long time behaviour of the solutions of hamilton-jacobi equations
• On the Large Time Behavior of Solutions of Hamilton--Jacobi Equations

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