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This article is cited in 5 scientific papers (total in 5 papers)
On passing to the limit in degenerate Bellman equations. II
N. V. Krylov
Abstract:
In part I normalized parabolic Bellman equations of the form $Fu=0$ were studied; in this part ordinary Bellman equations, i.e. equations solved for the derivative with respect to $t$, are considered. While it was assumed in part I that the $u_n$ and $u$ have bounded weak derivatives with respect to $t$, it is merely assumed here that they are of bounded variation with respect to $t$. As before, the second derivatives with respect to $x$ of the convex (in $x$) functions $u_n$ and $u$ are understood in the generalized sense (as measures), while the equations $Fu_n=0$ and $Fu=0$ are considered in a lattice of measures.
Bibliography: 4 titles.
Received: 27.04.1977
Citation:
N. V. Krylov, “On passing to the limit in degenerate Bellman equations. II”, Math. USSR-Sb., 35:3 (1979), 351–362
Linking options:
https://www.mathnet.ru/eng/sm2620https://doi.org/10.1070/SM1979v035n03ABEH001487 https://www.mathnet.ru/eng/sm/v149/i1/p56
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