Título:
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On an evolution problem associated to the modelling of incertitude into the environment
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Autores:
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Díaz Díaz, Gregorio ;
Díaz Díaz, Jesús Ildefonso ;
Faghloumi, C.
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Tipo de documento:
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texto impreso
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Editorial:
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Elsevier, 2007
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Procesos estocásticos
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Tipo = Artículo
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Resumen:
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We consider a mathematical model, posed by J.E. Scheinkman, simulating that an industrial project takes place into the environment without destroying it. We introduce a change of variable leading the formulation to a nonlinear evolution problem which we study by means of L-infinity-accretive operator techniques. We prove that under suitable conditions there is extinction in finite time, which corresponds to some special behaviour of the solution of the original stochastic control problem.
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En línea:
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https://eprints.ucm.es/id/eprint/12432/1/2006onanevolution-11.pdf
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