Existence results for Bellman equations and maximum principles in unbounded domains

Authors
Citation
J. Busca, Existence results for Bellman equations and maximum principles in unbounded domains, COMM PART D, 24(11-12), 1999, pp. 2023-2042
Citations number
19
Categorie Soggetti
Mathematics
Journal title
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS
ISSN journal
03605302 → ACNP
Volume
24
Issue
11-12
Year of publication
1999
Pages
2023 - 2042
Database
ISI
SICI code
0360-5302(1999)24:11-12<2023:ERFBEA>2.0.ZU;2-9
Abstract
The purpose of this paper is to extend known existence results for Hamilton -Jacobi-Bellman equations. The classical results give existence, uniqueness and Holder regularity when all elliptic operators involved have nonpositiv e zero-order term. We want to handle here the more general case where they have principal eigenvalues bounded below by a positive constant. As a motiv ation for this work, we give an application to the study of the Maximum Pri nciple in infinite cylinders, following a work by Berestycki, Caffarelli an d Nirenberg [2]. This is used to extend the cylindrical symmetry result in [2] to a more general class of operators.