VISCOSITY SOLUTIONS OF 2ND-ORDER FULLY NONLINEAR ELLIPTIC-EQUATIONS WITH STATE CONSTRAINTS

Authors
KATSOULAKIS MA
Citation
Ma. Katsoulakis, VISCOSITY SOLUTIONS OF 2ND-ORDER FULLY NONLINEAR ELLIPTIC-EQUATIONS WITH STATE CONSTRAINTS, Indiana University mathematics journal, 43(2), 1994, pp. 493-519
Citations number
31
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Indiana University mathematics journal → ACNP
ISSN journal
00222518
Volume
43
Issue
2
Year of publication
1994
Pages
493 - 519
Database
ISI
SICI code
0022-2518(1994)43:2<493:VSO2FN>2.0.ZU;2-2
Abstract
This work is concerned with State Constraints boundary value problems for second order fully nonlinear degenerate equations. Existence, uniq ueness and regularity questions are addressed for viscosity solutions which are required to be supersolutions on the boundary of a domain, t his last property playing the role of a boundary condition. Such probl ems arise when a functional is minimized over controlled, stochastic d ynamics, constrained inside a domain without using reflection on its b oundary.