Uniqueness results for convex Hamilton-Jacobi equations under $p>1$ growth conditions on data

Details Uniqueness results for convex Hamilton-Jacobi equations under $p>1$ growth conditions on data Uniqueness results for convex Hamilton-Jacobi equations under $p>1$ growth conditions on data

2008-10-08

arxiv.org/abs/0810.1435v1

Mathematics

Analysis of PDEs

Scientific paper

Unbounded stochastic control problems may lead to Hamilton-Jacobi-Bellman equations whose Hamiltonians are not always defined, especially when the diffusion term is unbounded with respect to the control. We obtain existence and uniqueness of viscosity solutions growing at most like $o(1+|x|^p)$ at infinity for such HJB equations and more generally for degenerate parabolic equations with a superlinear convex gradient nonlinearity. If the corresponding control problem has a bounded diffusion with respect to the control, then our results apply to a larger class of solutions, namely those growing like $O(1+|x|^p)$ at infinity. This latter case encompasses some equations related to backward stochastic differential equations.

Affiliated with

Also associated with

No associations

Rating

Uniqueness results for convex Hamilton-Jacobi equations under $p>1$ growth conditions on data does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Uniqueness results for convex Hamilton-Jacobi equations under $p>1$ growth conditions on data, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Uniqueness results for convex Hamilton-Jacobi equations under $p>1$ growth conditions on data will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-30176