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On rigidity properties of contact time changes of locally symmetric geodesic flows
A PDE approach to stochastic invariance
| 1. | Department of Mathematics, Tokyo Metropolitan University, Minami-Ohsawa 1-1, Hachioji, Tokyo 192-0397, Japan |
| 2. | Dipartimento Metodi e Modelli Matematici per le Scienze Applicate, Università di Roma "La Sapienza", Via A. Scarpa, 16, 00161 Roma, Italy |
| 3. | Dipartimento di Studi Economico - Finanziari e Metodi Quantitativi (S.E.F.E ME.Q.), Università di Roma "Tor Vergata", Via di Tor Vergata s.n.c., 00133 Roma, Italy |
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Mohamed Assellaou, Olivier Bokanowski, Hasnaa Zidani. Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets. Discrete & Continuous Dynamical Systems, 2015, 35 (9) : 3933-3964. doi: 10.3934/dcds.2015.35.3933 |
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Jean-Claude Zambrini. On the geometry of the Hamilton-Jacobi-Bellman equation. Journal of Geometric Mechanics, 2009, 1 (3) : 369-387. doi: 10.3934/jgm.2009.1.369 |
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Bian-Xia Yang, Shanshan Gu, Guowei Dai. Existence and multiplicity for Hamilton-Jacobi-Bellman equation. Communications on Pure & Applied Analysis, 2021, 20 (11) : 3767-3793. doi: 10.3934/cpaa.2021130 |
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Steven Richardson, Song Wang. The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains. Journal of Industrial & Management Optimization, 2010, 6 (1) : 161-175. doi: 10.3934/jimo.2010.6.161 |
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Xuhui Wang, Lei Hu. A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory. Journal of Industrial & Management Optimization, 2021 doi: 10.3934/jimo.2021137 |
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Daniele Castorina, Annalisa Cesaroni, Luca Rossi. On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary. Communications on Pure & Applied Analysis, 2016, 15 (4) : 1251-1263. doi: 10.3934/cpaa.2016.15.1251 |
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José F. Cariñena, Irina Gheorghiu, Eduardo Martínez. Jacobi fields for second-order differential equations on Lie algebroids. Conference Publications, 2015, 2015 (special) : 213-222. doi: 10.3934/proc.2015.0213 |
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Zhen-Zhen Tao, Bing Sun. A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation. Electronic Research Archive, 2021, 29 (5) : 3429-3447. doi: 10.3934/era.2021046 |
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Xuan Wu, Huafeng Xiao. Periodic solutions for a class of second-order differential delay equations. Communications on Pure & Applied Analysis, 2021, 20 (12) : 4253-4269. doi: 10.3934/cpaa.2021159 |
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Mihai Bostan, Gawtum Namah. Time periodic viscosity solutions of Hamilton-Jacobi equations. Communications on Pure & Applied Analysis, 2007, 6 (2) : 389-410. doi: 10.3934/cpaa.2007.6.389 |
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Olga Bernardi, Franco Cardin. Minimax and viscosity solutions of Hamilton-Jacobi equations in the convex case. Communications on Pure & Applied Analysis, 2006, 5 (4) : 793-812. doi: 10.3934/cpaa.2006.5.793 |
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Federica Masiero. Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian. Discrete & Continuous Dynamical Systems, 2012, 32 (1) : 223-263. doi: 10.3934/dcds.2012.32.223 |
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Qiong Meng, X. H. Tang. Multiple solutions of second-order ordinary differential equation via Morse theory. Communications on Pure & Applied Analysis, 2012, 11 (3) : 945-958. doi: 10.3934/cpaa.2012.11.945 |
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W. Sarlet, G. E. Prince, M. Crampin. Generalized submersiveness of second-order ordinary differential equations. Journal of Geometric Mechanics, 2009, 1 (2) : 209-221. doi: 10.3934/jgm.2009.1.209 |
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Kai Zhao, Wei Cheng. On the vanishing contact structure for viscosity solutions of contact type Hamilton-Jacobi equations I: Cauchy problem. Discrete & Continuous Dynamical Systems, 2019, 39 (8) : 4345-4358. doi: 10.3934/dcds.2019176 |
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Cheng Wang, Jian-Guo Liu. Positivity property of second-order flux-splitting schemes for the compressible Euler equations. Discrete & Continuous Dynamical Systems - B, 2003, 3 (2) : 201-228. doi: 10.3934/dcdsb.2003.3.201 |
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Thomas Strömberg. A system of the Hamilton--Jacobi and the continuity equations in the vanishing viscosity limit. Communications on Pure & Applied Analysis, 2011, 10 (2) : 479-506. doi: 10.3934/cpaa.2011.10.479 |
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