Second order unbounded parabolic equations in separated form
Studia Mathematica, Tome 115 (1995) no. 3, pp. 291-310

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We prove existence and uniqueness of viscosity solutions of Cauchy problems for fully nonlinear unbounded second order Hamilton-Jacobi-Bellman-Isaacs equations defined on the product of two infinite-dimensional Hilbert spaces H'× H'', where H'' is separable. The equations have a special "separated" form in the sense that the terms involving second derivatives are everywhere defined, continuous and depend only on derivatives with respect to x'' ∈ H'', while the unbounded terms are of first order and depend only on derivatives with respect to x' ∈ H'.
DOI : 10.4064/sm-115-3-291-310

Maciej Kocan 1

1
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Maciej Kocan. Second order unbounded parabolic equations in separated form. Studia Mathematica, Tome 115 (1995) no. 3, pp. 291-310. doi: 10.4064/sm-115-3-291-310

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