𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Maximum entropy solutions and moment problem in unbounded domains

✍ Scribed by A. Tagliani


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
324 KB
Volume
16
Category
Article
ISSN
0893-9659

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Solution of the Stochastic control probl
✍ Prentiss Robinson; John Moore πŸ“‚ Article πŸ“… 1973 πŸ› Elsevier Science 🌐 English βš– 541 KB

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of sing

Elliptic and parabolic problems in unbou
✍ Patrick Guidotti πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 181 KB

## Abstract We consider elliptic and parabolic problems in unbounded domains. We give general existence and regularity results in Besov spaces and semi‐explicit representation formulas via operator‐valued fundamental solutions which turn out to be a powerful tool to derive a series of qualitative r