The vanishing discount problem and viscosity Mather measures. Part 2: Boundary value problems

By Hitoshi Ishii, Hiroyoshi Mitake, Hung Vinh Tran. 2016

54 citations recorded by the source corpus.

Abstract In [17] (Part 1 of this series), we have introduced a variational approach to studying the vanishing discount problem for fully nonlinear, degenerate elliptic, partial differential equations in a torus. We develop this approach further here to handle boundary value problems. In particular, we establish new representation formulas for solutions of discount problems, critical values, and use them to prove convergence results for the vanishing discount problems.

Subfields: Applied Mathematics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/645d41505eb95471d8d05bb9eaef00f78a008a73