A generalized upper and lower solutions method for nonlinear second order ordinary differential equations.
Nieto, Juan J., Cabada, Alberto (1992)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Nieto, Juan J., Cabada, Alberto (1992)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Cabada, Alberto (1994)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Sun, Yong (1991)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Luning, C.D., Perry, W.L. (1990)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Esquembre, F. (1992)
Acta Mathematica Universitatis Comenianae. New Series
Similarity:
Vatsala, A.S., Mahrous, Mohamed A., Alkahby, Hadi Yahya (1997)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Alexander Volberg (2001-2002)
Séminaire Équations aux dérivées partielles
Similarity:
The stochastic optimal control uses the differential equation of Bellman and its solution - the Bellman function. Recently the Bellman function proved to be an efficient tool for solving some (sometimes old) problems in harmonic analysis.
Yin, Yunfeng (1993)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Leszek Gasiński, Nikolaos S. Papageorgiou (2005)
Czechoslovak Mathematical Journal
Similarity:
In this paper we study semilinear second order differential inclusions involving a multivalued maximal monotone operator. Using notions and techniques from the nonlinear operator theory and from multivalued analysis, we obtain “extremal” solutions and we prove a strong relaxation theorem.