On Bellman equations of ergodic type with the Ornstein-Uhlenbeck operator (Viscosity Solution Theory of Differential Equations and its Developments)

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概要

• 論文の詳細を見る
• 京都大学の論文

著者

• 藤田 安啓

  富山大学理工学研究部

関連論文

• Hamilton-Jacobi equations and Euclidean Sobolev inequality (Viscosity Solutions of Differential Equations and Related Topics)
• Some results on quotient Aubry sets (Viscosity Solutions of Differential Equations and Related Topics)
• A note on asymptotic solutions of Hamilton-Jacobi equations(Viscosity Solution Theory of Differential Equations and its Developments)
• On Bellman equations of ergodic type with the Ornstein-Uhlenbeck operator (Viscosity Solution Theory of Differential Equations and its Developments)
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• INTEGRODIFFERENTIAL EQUATION WHICH INTERPOLATES THE HEAT EQUATION AND THE WAVE EQUATION II(Martingales and Related Topics)
• INTEGRODIFFERENTIAL EQUATION WHICH INTERPOLATES THE HEAT EQUATION AND THE WAVE EQUATION I(Martingales and Related Topics)
• 定数係数確率偏微分方程式について(Martingaleとその周辺)
• 非因果的確率積分方程式について(マルチンゲールにおける最近の発展)
• 部分的観測可能な確率制御問題について(Noncausal Calculusとその周辺)

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