609 research outputs found
Correction. SDEs with oblique reflections on nonsmooth domains
Correction to The Annals of Probability 21 (1993) 554--580
[http://projecteuclid.org/euclid.aop/1176989415]Comment: Published in at http://dx.doi.org/10.1214/07-AOP374 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org
A new PDE approach to the large time asymptotics of solutions of Hamilton-Jacobi equations
We introduce a new PDE approach to establishing the large time asymptotic
behavior of solutions of Hamilton-Jacobi equations, which modifies and
simplifies the previous ones (Barles and Souganidis, 2000; Barles, Ishii and
Mitake, 2012), under a refined "strict convexity" assumption on the
Hamiltonians. Not only such "strict convexity" conditions generalize the
corresponding requirements on the Hamiltonians in Barles and Souganidis (2000),
but also one of the most refined our conditions covers the situation studied in
Namah and Roquejoffre (1999)
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