On diagonal elliptic and parabolic systems with
Alain Bensoussan - University of Texas at Dallas, School of Management, International Center for Decision and Risk Analysis, United States (email)
Abstract: We consider in this article a class of systems of second order partial differential equations with non-linearity in the first order derivative and zero order term which can be super-quadratic. These problems are motivated by differential geometry and stochastic differential games. Up to now, in the case of systems, only quadratic growth had been considered.
Keywords: Nonlinear elliptic and parabolic equations, stochastic differential games, Hamiltonians.
Received: March 2008; Revised: August 2008; Published: October 2008.
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