Existence and uniqueness of solutions to the ultraparabolic hamilton-jacobi equation
JOURNAL OF APPLIED ANALYSIS AND COMPUTATION(2023)
摘要
We demonstrate the existence and uniqueness of solutions to the ultra-parabolic Hamilton-Jacobi equation. These solutions maintain the prob-abilistic interpretation of being the maximal expectation of a controlled ultra -diffusion process relative to a discounted performance criteria.
更多查看译文
关键词
Ultraparabolic Hamilton-Jacobi equation,ultradiffusion process,optimal control
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要