A Dirichlet problem for an H-system with variable H.
A multidimensional singular stochastic control problem on a finite time horizon
A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique
A stochastic impulse control problem with quadratic growth Hamiltonian and the corresponding quasi variational inequality.
A Young measures approach to quasistatic evolution for a class of material models with nonconvex elastic energies
Rate-independent evolution for material models with nonconvex elastic energies is studied without any spatial regularization of the inner variable; due to lack of convexity, the model is developed in the framework of Young measures. An existence result for the quasistatic evolution is obtained in terms of compatible systems of Young measures. We also show as this result can be equivalently reformulated with probabilistic language and leads to the description of the quasistatic evolution in terms...
A Young measures approach to quasistatic evolution for a class of material models with nonconvex elastic energies
Rate-independent evolution for material models with nonconvex elastic energies is studied without any spatial regularization of the inner variable; due to lack of convexity, the model is developed in the framework of Young measures. An existence result for the quasistatic evolution is obtained in terms of compatible systems of Young measures. We also show as this result can be equivalently reformulated with probabilistic language and leads to the description of the quasistatic evolution in terms...
An approximation scheme for the optimal control of diffusion processes
Aspects of control for the normal Markov processes.