Alberto Cialdea, Flavia Lanzara, Paolo Emilio Ricci's Analysis, partial differential equations and applications: PDF

By Alberto Cialdea, Flavia Lanzara, Paolo Emilio Ricci

ISBN-10: 3764398973

ISBN-13: 9783764398972

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Capuzzo Dolcetta ential equation dXt = a(Xt ) dt + 2A(Xt ) dWt , X0 = x ∈ Ω , where Wt is a standard n-dimensional Brownian motion and a(Xt ), with |a| ≤ 1, is a feedback control acting on the trajectory Xt . 2) 0 where Ex is the conditional expectation with respect to the initial state x = X0 . 2), f, g are given continuous functions, q > 1 , cq = 1q 1 − 1q and λ ≥ 0 represents a discount rate. Two cases of interest for the applications are when τx = inf t ≥ 0 : Xt ∈ Rn \ Ω or (the exit time problem) τx = +∞ (the state-constrained problem).

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E. Souganidis, Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications, Ann. Inst. H. Poincar´e Anal. Non Lin´eaire 22 (2005), no. 5, 667–677. [17] O. V. Radkevic, Second-order equations with non negative characteristic form, American Mathematical Society, Providence (1973). it Operator Theory: Advances and Applications, Vol. 193, 41–56 c 2009 Birkh¨ auser Verlag Basel/Switzerland Criteria for the Lp-dissipativity of Partial Differential Operators Alberto Cialdea Dedicated to Vladimir Maz’ya on the occasion of his 70th birthday Abstract.

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Analysis, partial differential equations and applications: The V.Maz'ya anniversary by Alberto Cialdea, Flavia Lanzara, Paolo Emilio Ricci


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