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math.APOct 1, 2013
1
citations (OpenAlex)
authors
  • Scott N. Armstrong
  • Hung V. Tran
institutions
  • Centre de Recherche en Mathématiques de la Décision
  • Centre National de la Recherche Scientifique
  • Université Paris Dauphine-PSL
  • University of Chicago
arXiv abstractPDF
paper

Viscosity solutions of general viscous Hamilton-Jacobi equations

arXiv:1310.4566

Abstract

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

35 pages, minor revision

Cited by in corpus (1)

  • Selection problems for a discounted degenerate viscous Hamilton--Jacobi equation
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