We prove the unique solvability of parabolic equations with discontinuous leading coefficients in . Using this result, we establish the uniqueness of diffusion processes with time-dependent discontinuous coefficients.
We prove existence and uniqueness of viscosity solutions of Cauchy problems for fully nonlinear unbounded second order Hamilton-Jacobi-Bellman-Isaacs equations defined on the product of two infinite-dimensional Hilbert spaces H'× H'', where H'' is separable. The equations have a special "separated" form in the sense that the terms involving second derivatives are everywhere defined, continuous and depend only on derivatives with respect to x'' ∈ H'', while the unbounded terms are of first order...
Soit un opérateur parabolique sur écrit sous forme divergence et à coefficients lipschitziens relativement à une métrique adaptée. Nous cherchons à comparer près de la frontière le comportement relatif des -solutions positives sur un domaine “lipschitzien”. Dans un premier temps, nous démontrons un principe de Harnack uniforme pour certaines -solutions positives. Ce principe nous permet alors de démontrer une inégalité de Harnack forte à la frontière pour certains couples de -solutions positives....
We show that the classical solution of the heat equation can be seen as the minimizer of a suitable functional defined in space-time. Using similar ideas, we introduce a functional on the class of space-time tracks of moving hypersurfaces, and we study suitable minimization problems related with . We show some connections between minimizers of and mean curvature flow.