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Mean value theorem and a maximum principle for Kolmogorov's equation

✍ Scribed by L. P. Kuptsov


Publisher
SP MAIK Nauka/Interperiodica
Year
1974
Tongue
English
Weight
433 KB
Volume
15
Category
Article
ISSN
0001-4346

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Let us denote the distance between the surfaces S~and S. by a. As the surface S. tends to infinity, that is, as d-+"", the second integral tends to zero. In fact, for large a, on the surface S. we should have /=/.(l+cp), where cp-+O as d..... "". For this reason, In (///.) ""cp-cp'/2, lim Hsn/In-Ld