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On the Existence of Solutions for Fully Nonlinear Elliptic Equations Under Relaxed Convexity Assumptions
Authors:N V Krylov
Institution:1. Department of Mathematics , University of Minnesota , Minneapolis , Minnesota , USA krylov@math.umn.edu
Abstract:We establish the existence and uniqueness of solutions of fully nonlinear elliptic second-order equations like H(v, Dv, D 2 v, x) = 0 in smooth domains without requiring H to be convex or concave with respect to the second-order derivatives. Apart from ellipticity nothing is required of H at points at which |D 2 v| ≤K, where K is any given constant. For large |D 2 v| some kind of relaxed convexity assumption with respect to D 2 v mixed with a VMO condition with respect to x are still imposed. The solutions are sought in Sobolev classes.
Keywords:Bellman's equations  Finite differences  Fully nonlinear elliptic equations
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