On passing to the limit in degenerate Bellman equations. II
Sbornik. Mathematics, Tome 35 (1979) no. 3, pp. 351-362
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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.
@article{SM_1979_35_3_a3,
author = {N. V. Krylov},
title = {On passing to the limit in degenerate {Bellman} {equations.~II}},
journal = {Sbornik. Mathematics},
pages = {351--362},
year = {1979},
volume = {35},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SM_1979_35_3_a3/}
}
N. V. Krylov. On passing to the limit in degenerate Bellman equations. II. Sbornik. Mathematics, Tome 35 (1979) no. 3, pp. 351-362. http://geodesic.mathdoc.fr/item/SM_1979_35_3_a3/
[1] N. V. Krylov, “O predelnom perekhode v vyrozhdennykh uravneniyakh Bellmana I”, Matem. sb., 106(148) (1978), 214–233 | MR | Zbl
[2] N. Danford, Dzh. T. Shvarts, Lineinye operatory, obschaya teoriya, IL, Moskva, 1962
[3] N. V. Krylov, Upravlyaemye protsessy diffuzionnogo tipa, izd-vo “Nauka”, Moskva, 1977 | MR
[4] N. V. Krylov, “Nekotorye svoistva normalnogo izobrazheniya vypuklykh funktsii”, Matem. sb., 105(147) (1978), 180–191 | MR | Zbl