609 research outputs found

    Correction. SDEs with oblique reflections on nonsmooth domains

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    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

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    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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