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Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition
Stochastic viscosity solution stochastic PDIEs
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2010/11/19
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently devel...
On zero-sum Stochastic Differential Games with Jump-Diffusion driven state: A viscosity solution framework
Stochastic differential games L´ evy processes dynamic programming
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2010/12/13
A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We prove, under certai...
$\delta$ Viscosity Solution of Multidimensional......
多维Landau--Lifshitz方程 $\delta $-黏性上(下)解 平均曲率
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2007/12/11
本文引入$\delta$-黏性上解, $\delta$-黏性下解和$\delta $-黏性解的概念, 给出一些相关性质, 利用这些性质证明取值于三维单位球面的多维Landau--Lifshitz方程的$\delta$-黏性上解和$\delta$-黏性下解的存在性,揭示存在两个不相交的开子集$M$和$N$,使得$\delta$-黏性上解和$\delta$-黏性下解在$M$内任一紧子集上趋于$(0,...