TY - JOUR
T1 - On passing to the limit in degenerate bellman equations. ii
AU - Krylov, N. V.
PY - 1979/4/30
Y1 - 1979/4/30
N2 - In part I normalized parabolic Bellman equations of the form were studied; in this part ordinary Bellman equations, i.e. equations solved for the derivative with respect to, are considered. While it was assumed in part I that the have bounded weak derivatives with respect to, it is merely assumed here that they are of bounded variation with respect to. As before, the second derivatives with respect to of the convex (in) functions and are understood in the generalized sense (as measures), while the equations and are considered in a lattice of measures. Bibliography: 4 titles.
AB - In part I normalized parabolic Bellman equations of the form were studied; in this part ordinary Bellman equations, i.e. equations solved for the derivative with respect to, are considered. While it was assumed in part I that the have bounded weak derivatives with respect to, it is merely assumed here that they are of bounded variation with respect to. As before, the second derivatives with respect to of the convex (in) functions and are understood in the generalized sense (as measures), while the equations and are considered in a lattice of measures. Bibliography: 4 titles.
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U2 - 10.1070/SM1979v035n03ABEH001487
DO - 10.1070/SM1979v035n03ABEH001487
M3 - Article
AN - SCOPUS:84956107192
SN - 0025-5734
VL - 35
SP - 351
EP - 362
JO - Mathematics of the USSR - Sbornik
JF - Mathematics of the USSR - Sbornik
IS - 3
ER -