Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III. Uniqueness of viscosity solutions for general second-order equations
Lions, Pierre-Louis (1989), Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III. Uniqueness of viscosity solutions for general second-order equations, Journal of Functional Analysis, 86, 1, p. 1-18. http://dx.doi.org/10.1016/0022-1236(89)90062-1
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Article accepté pour publication ou publiéDate
1989Journal name
Journal of Functional AnalysisVolume
86Number
1Publisher
Elsevier
Pages
1-18
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Lions, Pierre-LouisAbstract (EN)
We prove here the uniqueness and existence of viscosity solutions for a general class of fully nonlinear second-order equations in an infinite-dimensional Hilbert space. The uniqueness is proved using the so-called inf and sup convolutions which allow some reduction to finite-dimensional problems.Subjects / Keywords
second-order equationsRelated items
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