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Viscosity Solutions of Monotonic Functional Parabolic PDE
作者姓名:Wei An LIU School of Mathematics and Statistics  Wuhan University  Wuhan  P.R.China Gang LU
作者单位:Wei An LIU School of Mathematics and Statistics,Wuhan University,Wuhan 430072,P.R.China Gang LU Department of Mathematics,Central China Normal University,Wuhan 430079,P.R.China
基金项目:Supported by the National Natural Science Foundation of China,No.19971032
摘    要:In this paper,by the technique of coupled solutions,the notion of viscosity solution is ex-tended to quasi-monotonic fully nonlinear parabolic equations with delay,which involves many modelsarising from optimal control theory,economy and finance,biology etc.The comparison,existence anduniqueness are proved.And the results are applied to the retarded Bellman equations.


Viscosity Solutions of Monotonic Functional Parabolic PDE
Wei An LIU School of Mathematics and Statistics,Wuhan University,Wuhan ,P.R.China Gang LU.Viscosity Solutions of Monotonic Functional Parabolic PDE[J].Acta Mathematicae Applicatae Sinica,2004(4).
Authors:Wei An LIU School of Mathematics and Statistics  Wuhan University  Wuhan  PRChina Gang LU
Institution:Wei An LIU School of Mathematics and Statistics,Wuhan University,Wuhan 430072,P.R.China Gang LU Department of Mathematics,Central China Normal University,Wuhan 430079,P.R.China
Abstract:In this paper,by the technique of coupled solutions,the notion of viscosity solution is ex- tended to quasi-monotonic fully nonlinear parabolic equations with delay,which involves many models arising from optimal control theory,economy and finance,biology etc.The comparison,existence and uniqueness are proved.And the results are applied to the retarded Bellman equations.
Keywords:Viscosity solution  Functional PDE  Technique of coupled solutions  Retarded Bellman equations
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