ON NONLINEAR ELLIPTIC BELLMAN SYSTEMS FOR A CLASS OF STOCHASTIC DIFFERENTIAL GAMES IN ARBITRARY DIMENSION

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10099158" target="_blank" >RIV/00216208:11320/11:10099158 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1142/S0218202511005027" target="_blank" >http://dx.doi.org/10.1142/S0218202511005027</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1142/S0218202511005027" target="_blank" >10.1142/S0218202511005027</a>

Result language
angličtina
Original language name
ON NONLINEAR ELLIPTIC BELLMAN SYSTEMS FOR A CLASS OF STOCHASTIC DIFFERENTIAL GAMES IN ARBITRARY DIMENSION
Original language description
We consider nonlinear elliptic Bellman systems which arise in the theory of stochastic differential games. The right-hand sides of the equations (which are called Hamiltonians) may have quadratic growth with respect to the gradient of the unknowns. Undercertain assumptions on the Hamiltonians, that are satisfied for many types of stochastic games, we establish the existence of a regular solution. The main novelty of the paper consists of introducing a new (semi-continuity) method for obtaining the continuity of the solution and the corresponding estimates.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
—

Project
<a href="/en/project/LC06052" target="_blank" >LC06052: The Nečas Center for Mathematical Modeling</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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