Tug-of-war games and parabolic problems with spatial and time dependence
In this paper, we use probabilistic arguments (Tug-of-War games) to obtain the existence of viscosity solutions to a parabolic problem of the form (Equation presented) where Ω T = Ω × (0,T] and Γ is its parabolic boundary. This problem can be viewed as a version with spatial and time dependence of t...
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| Autores principales: | Del Pezzo, L.M., Rossi, J.D. |
|---|---|
| Formato: | JOUR |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_08934983_v27_n3-4_p269_DelPezzo |
| Aporte de: |
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