Viscosity solutions of general viscous Hamilton-Jacobi equations

Tran, Hung V.; Armstrong, Scott N.

Tran, Hung V.; Armstrong, Scott N. (2015), Viscosity solutions of general viscous Hamilton-Jacobi equations, Mathematische Annalen, 361, 3-4, p. 647-687. http://dx.doi.org/10.1007/s00208-014-1088-5

Type

Article accepté pour publication ou publié

External document link

http://fr.arxiv.org/abs/1310.4566

Date

2015

Journal name

Mathematische Annalen

Volume

361

Number

3-4

Publisher

Springer

Pages

647-687

Abstract (EN)

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

Subjects / Keywords

Perron method; state contraints; Lipschitz estimate; comparison principle; viscosity solution; viscous Hamilton-Jacobi equation