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

Kód výsledku v 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>
Výsledek na webu
<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>

Jazyk výsledku
angličtina
Název v původním jazyce
ON NONLINEAR ELLIPTIC BELLMAN SYSTEMS FOR A CLASS OF STOCHASTIC DIFFERENTIAL GAMES IN ARBITRARY DIMENSION
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
ON NONLINEAR ELLIPTIC BELLMAN SYSTEMS FOR A CLASS OF STOCHASTIC DIFFERENTIAL GAMES IN ARBITRARY DIMENSION
Popis výsledku anglicky
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.

Druh
J<sub>x</sub> - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CEP obor
BA - Obecná matematika
OECD FORD obor
—

Projekt
<a href="/cs/project/LC06052" target="_blank" >LC06052: Centrum Jindřicha Nečase pro matematické modelování</a><br>
Návaznosti
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění
2011
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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