Landesman-Lazer-Alternative Theorems for a Class of Nonlinear Functional Equations.
We consider in this article diagonal parabolic systems arising in the context of stochastic differential games. We address the issue of finding smooth solutions of the system. Such a regularity result is extremely important to derive an optimal feedback proving the existence of a Nash point of a certain class of stochastic differential games. Unlike in the case of scalar equation, smoothness of solutions is not achieved in general. A special structure of the nonlinear hamiltonian seems to be the...
We consider two dimensional diagonal elliptic systems which arise from stochastic differential games with discount control. The Hamiltonians have quadratic growth in and a special structure which has notyet been covered by regularity theory. Without smallness condition on , the existence of a regular solution is established.
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