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A quasilinear elliptic equation in ℝN

Published online by Cambridge University Press:  14 November 2011

O. Alvarez
O. Alvarez
Affiliation:
Analyse et Modèles Stochastiques (URA CNRS 1378), Université de Rouen, 76821 Mont Saint-Aignan Cedex, France e-mail: [email protected]
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Abstract

A quasilinear elliptic equation in ℝN of Hamilton-Jacobi-Bellman type is studied. An optimal criterion for uniqueness which involves only a lower bound on the functions is given. The unique solution in this class is identified as the value function of the associated stochastic control problem.

Type
Research Article
Information
Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 126 , Issue 5 , 1996 , pp. 911 - 921
Copyright
Copyright © Royal Society of Edinburgh 1996

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