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Information Center for Mathematical Science

논문검색

Information Center for Mathematical Science

논문검색

Communications in Partial Differential Equations
( Vol. 23 NO.11 / (1998))
A Strong Comparison Result for the Bellman Equation Arising in Stochastic Exit Time Control Problems and Its Applications
G. Barles , Rouy,
Pages. 1995-2003
Abstract
Contents 1. Introduction
2. Presentation of the strong comparison result
3. Applications to Stochastic exit time control problems
4. Dynamic and boundary conditions
4.1 Whrn does the Dirichlet boundaru condition hold in the classical sense and when do losses of boundary data occur?
4.2 On the behaviour of the subsolutions near the boundary $\Gamma$
5.Proof of theorem 2.1
5.1 The case when the maximum is achieved on $\Omega \cup \Gamma _{in}$
5.2 The case when the maximum is achieved on $\Gamma$
6. Concluding remarls and extensions
6.1 Remark on the strategy of the proof of theorem 2.1
6.2 Extensions
Key words
Mathmatical Subject Classification