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Mathematics of the USSR-Sbornik, 1979, Volume 35, Issue 3, Pages 351–362
DOI: https://doi.org/10.1070/SM1979v035n03ABEH001487
(Mi sm2620)
 

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
References:
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 un 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 un and u are understood in the generalized sense (as measures), while the equations Fun=0 and Fu=0 are considered in a lattice of measures.
Bibliography: 4 titles.
Received: 27.04.1977
Bibliographic databases:
UDC: 519.2+517.9
MSC: Primary 60J60; Secondary 93E20
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “On passing to the limit in degenerate Bellman equations. II”, Math. USSR-Sb., 35:3 (1979), 351–362
Citation in format AMSBIB
\Bibitem{Kry78}
\by N.~V.~Krylov
\paper On passing to the limit in degenerate Bellman equations.~II
\jour Math. USSR-Sb.
\yr 1979
\vol 35
\issue 3
\pages 351--362
\mathnet{http://mi.mathnet.ru/eng/sm2620}
\crossref{https://doi.org/10.1070/SM1979v035n03ABEH001487}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=510142}
\zmath{https://zbmath.org/?q=an:0439.60079|0425.35084}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979JD23700004}
Linking options:
  • https://www.mathnet.ru/eng/sm2620
  • https://doi.org/10.1070/SM1979v035n03ABEH001487
  • https://www.mathnet.ru/eng/sm/v149/i1/p56
    Cycle of papers
    This publication is cited in the following 5 articles:
    1. N. V. Krylov, “On degenerate nonlinear elliptic equations. II”, Math. USSR-Sb., 49:1 (1984), 207–228  mathnet  crossref  mathscinet  zmath
    2. P. L. Lions, “Optimal control of diffusion processes and Hamilton–Jacobi–Bellman equations part 2 : viscosity solutions and uniqueness”, Communications in Partial Differential Equations, 8:11 (1983), 1229  crossref  mathscinet  zmath
    3. N. V. Krylov, “Boundedly nonhomogeneous elliptic and parabolic equations”, Math. USSR-Izv., 20:3 (1983), 459–492  mathnet  crossref  mathscinet  zmath
    4. N. V. Krylov, “On controlled diffusion processes with unbounded coefficients”, Math. USSR-Izv., 19:1 (1982), 41–64  mathnet  crossref  mathscinet  zmath
    5. N. V. Krylov, “Some new results in the theory of controlled diffusion processes”, Math. USSR-Sb., 37:1 (1980), 133–149  mathnet  crossref  mathscinet  zmath  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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    References:75
     
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