2010/07/30 by Claudio Marchi, Marchi, Claudio
Computer Science · Economics, Econometrics and Finance · Mathematics · #35B25 #35B30 #35J60 #35K55 #49L25 #49N70 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #Applied mathematics #Cauchy distribution #Computer science #Constant (computer programming) #Convergence (economics) #Economics #Ergodic theory #FOS: Mathematics #Mathematical analysis #Mathematics #Nonlinear Partial Differential Equations #Operator (biology) #Perturbation (astronomy) #Physics #Quantum mechanics #Singular perturbation #Stochastic processes and financial applications #math.AP #msc:35B25 #msc:35B30 #msc:35J60 #msc:35K55 #msc:49L25 #msc:49N70
paper · pdf · doi:10.48550/arxiv.1007.5445
17 pages
arxiv created 2010/07/30 · openalex publication_date 2010/07/30 · arxiv updated 2010/08/02 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators (briefly, HJBI). For the parabolic Cauchy problem, we establish such an estimate in the whole space [0,+∞)×\Rn. Moreover, under some periodicity and ellipticity assumptions, we obtain a similar estimate for the ergodic constant associated to the HJBI operator. An interesting byproduct of the latter result will be the local uniform convergence for some classes of singular perturbation problems.