@article{ASNSP_1986_4_13_2_171_0,
author = {Fleming, Wendell H. and Souganidis, Panagiotis E.},
title = {PDE-viscosity solution approach to some problems of large deviations},
journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
pages = {171--192},
year = {1986},
publisher = {Scuola normale superiore},
volume = {Ser. 4, 13},
number = {2},
mrnumber = {876121},
zbl = {0622.60032},
language = {en},
url = {https://www.numdam.org/item/ASNSP_1986_4_13_2_171_0/}
}
TY - JOUR AU - Fleming, Wendell H. AU - Souganidis, Panagiotis E. TI - PDE-viscosity solution approach to some problems of large deviations JO - Annali della Scuola Normale Superiore di Pisa - Classe di Scienze PY - 1986 SP - 171 EP - 192 VL - 13 IS - 2 PB - Scuola normale superiore UR - https://www.numdam.org/item/ASNSP_1986_4_13_2_171_0/ LA - en ID - ASNSP_1986_4_13_2_171_0 ER -
%0 Journal Article %A Fleming, Wendell H. %A Souganidis, Panagiotis E. %T PDE-viscosity solution approach to some problems of large deviations %J Annali della Scuola Normale Superiore di Pisa - Classe di Scienze %D 1986 %P 171-192 %V 13 %N 2 %I Scuola normale superiore %U https://www.numdam.org/item/ASNSP_1986_4_13_2_171_0/ %G en %F ASNSP_1986_4_13_2_171_0
Fleming, Wendell H.; Souganidis, Panagiotis E. PDE-viscosity solution approach to some problems of large deviations. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 4, Tome 13 (1986) no. 2, pp. 171-192. https://www.numdam.org/item/ASNSP_1986_4_13_2_171_0/
[1] , Remarques sur des resultats d'existence pour les equations de Hamilton-Jacobi du premier ordre, Annales de l'Institut H. Poincaré, Analyse Nonlinéaire, 2 (1985), pp. 21-32. | Zbl | MR | Numdam
[2] - - , Some properties of viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc., 282 (1984), pp. 487-502. | Zbl | MR
[3] - , Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc., 277 (1983), pp. 1-42. | Zbl | MR
[4] - - , in preparation.
[5] - , Developments in the theory of nonlinear first-order partial differential equations, Proc. Internat. Symp. on Differential Equations, Birmingham, Alabama (1983), Knowles and Lewis eds., North-Holland. | Zbl | MR
[6] - , The existence of value in differential games, Mem. Amer. Math. Soc., no. 126 (1972). | Zbl | MR
[7] - , Cauchy problems for certain Isaacs-Beltman equations and games of survival, Trans. Amer. Math. Soc., 198 (1974), pp. 45-72. | Zbl | MR
[8] - , Differential games and nonlinear first-order PDE on bounded domains, Manuscripta Math., 49 (1984), pp. 109-139. | Zbl | MR
[9] - , APDE approach to some asymptotic problems concerning random differential equations with small noise intensities, Ann. Inst. H. Poincaré, Analyses Nonlinéaire, 2 (1985), pp. 1-20. | Zbl | MR | Numdam
[10] - , Differential games and representation formulas for solutions of Hamilton-Jacobi-Isaacs equations, Indiana Univ. Math. J., 33 (1984), pp. 773-797. | Zbl | MR
[11] , Exit probabilities and optimal stochastic control, Appl. Math. Optim., 4 (1978), pp. 329-346. | Zbl | MR
[12] , Stochastic control for small noise intensities, SIAM J. Control. Optim., 9 (1971), pp. 473-517. | Zbl | MR
[13] , A stochastic control approach to some large deviations problems, Springer Lecture Notes in Math., No. 1119 (1984), pp. 52-66. | Zbl | MR
[14] - , Asymptotic series and the method of vanishing viscosity, Indiana Univ. Math. J., 35 (1986), pp. 425-447. | Zbl | MR
[15] - , Optimal exit probabilities and differential games, Appl. Math. Optim., 7 (1981), pp. 253-282. | Zbl | MR
[16] , Generalized Solutions of Hamilton-Jacobi Equations, Pitman, Boston, 1982. | Zbl | MR
[17] - , Differential games, optimal control and directional derivatives of viscosity solutions of Bellman's and Isaacs' Equations, SIAM J. Control Optim, 23 (1985), pp. 566-583. | Zbl | MR
[18] - , Differential games, optimal control and directional derivatives of viscosity solutions of Bellman's and Isaacs' equations II, SIAM J. Control Optim., to appear.
[19] , The problem of Dirichlet for quasilinear elliptic differential equations with many independent variables, Philos. Trans. Roy. Soc. London, Ser. A, 264 (1969), pp. 413-496. | Zbl | MR






