Hölder Estimates for Degenerate Elliptic Equations with Coercive Hamiltonians
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چکیده
(1.1) −tr ( A(x)Du ) + λu+ |Du| = f(x) . Here Ω is an open bounded subset of R , N ≥ 2, and A : Ω 7→ S N is a bounded and continuous map into the space of symmetric non-negative matrices of order N , λ ≥ 0 and p > 1 are given numbers and f : Ω 7→ R is a continuous function. It is well-known that equations such as (1.1) arise in stochastic control as the HamiltonJacobi-Bellman equation satisfied by the value function of optimization problems for degenerate diffusion processes. More precisely, let Xt be the state of the control system governed by the Ito differential equation
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تاریخ انتشار 2008