课题基金 / 基金详情

On the study of the theory of viscosity solutions and its new developments

On the study of the theory of viscosity solutions and its new developments
论粘度解理论的研究及其新进展
批准号:
16340032
负责人:
KOIKE Shigeaki
金额:
$10.5万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (B)
财政年份:
2004
资助国家:
日本
项目状态:
已结题
起止时间:
2004 至 2007

项目摘要

项目成果

KOIKE Shigeaki的其他基金

相关文献

中文摘要
翻译
在A.Swiech的两篇研究论文中,在适当的假设下,建立了完全非线性二阶一致椭圆型/抛物型偏微分方程解的Lp粘性解的Aleksandrov-Bakelman-Pucci极大值原理,其中一阶导数、无界系数、无界非齐次项可能是超线性增长项。Perron方法通过引入半连续Lp-粘性解,首次应用于完全非线性椭圆型偏微分方程解的Lp-粘性解.对于数学金融学中出现的几个非线性变分不等式,在H.Morimoto,H.Morimoto和S.Sakaguchi的研究论文中,通过证明相关值函数具有足够的正则性,构造了最优控制.
英文摘要
The Aleksandrov-Bakelman-Pucci maximum principle for Lp-viscosity solutions of fully nonlinear second order uniformly elliptic/parabolic partial differential equations with possibly superllinear growth terms of the first derivatives, unbounded coefficients, unbounded inhomogeneous terms has been established under appropriate hypotheses in two research papers with A. Swiech. Some counter-examples have been presented when there are no hypotheses.Perron's method has been first applied to Lp-viscosity solutions of fully nonlinear elliptic partial differential equations by introducing semicontinuous Lp-visosity solutions.For several nonlinear variational inequalities arising in Mathematical Finance, optimal controls have been constructed by showing that associated value functions admit enough regularity in research papers with H. Morimoto, and H. Morimoto and S. Sakaguchi.
期刊论文(52)
专著(0)
科研奖励(0)
会议论文
DOI: 10.1137/04061862x
发表时间: 2005
期刊: SIAM J. Math. Anal.
影响因子: --
作者: [K. Ishii]
通讯作者: K. Ishii
DOI: 10.1007/s00030-004-2001-9
发表时间: 2004-12
期刊: Nonlinear Differential Equations and Applications NoDEA
影响因子: --
作者: [Shigeaki Koike;Andrzej Świch]
通讯作者: Shigeaki Koike;Andrzej Świch
Maximum principle for fully nonlinear PDEs via the iterated comparison function method
通过迭代比较函数法实现完全非线性偏微分方程的极大值原理
DOI: --
发表时间: 2006
期刊:
影响因子: --
作者: [K., Oguiso, S. Koike, S. Koike]
通讯作者: S. Koike
数学辞典・第4版「粘性解」
数学词典,第 4 版“粘性溶液”
DOI: --
发表时间: 2007
期刊:
影响因子: --
作者: [石井仁司, 小池茂昭]
通讯作者: 小池茂昭
共 27 条
    Viscosity solution theory for fully nonlinear equations and its applications
    • 批准号:
      20340026
    • 项目类别:
      Grant-in-Aid for Scientific Research (B)
    • 资助金额:
      $9.48万
    • 财政年份:
      2008
    • 负责人:
      KOIKE Shigeaki
    • 依托单位:
    Study on Optimal Controls and Differential Games via the Viscosity Solution Theory
    • 批准号:
      12640103
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.24万
    • 财政年份:
      2000
    • 负责人:
      KOIKE Shigeaki
    • 依托单位:
    Applications to the optimal control and differential game via the viscosity solution theory
    • 批准号:
      09640242
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.3万
    • 财政年份:
      1997
    • 负责人:
      KOIKE Shigeaki
    • 依托单位: