Large deviations results for the exit problem with characteristic boundary
β Scribed by Martin V. Day
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 855 KB
- Volume
- 147
- Category
- Article
- ISSN
- 0022-247X
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π SIMILAR VOLUMES
In a series of papers, we proved theorems characterizing the value function in exit time optimal control as the unique viscosity solution of the corresponding Bellman equation that satisΓΏes appropriate side conditions. The results applied to problems which satisfy a positivity condition on the integ
## Abstract Let us consider the boundaryβvalue problem equation image where __g__: β β β is a continuous and __T__ βperiodic function with zero mean value, not identically zero, (__Ξ»__, __a__) β β^2^ and $ \tilde h $ β __C__ [0, __Ο__ ] with β«^__Ο__^ ~0~ $ \tilde h $(__x__) sin __x dx__ = 0. If _