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Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians

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Abstract.

In this paper we prove a stability result for Hamilton-Jacobi equations with an integro-differential term for discontinuous Hamiltonians. This type of equations arises in various problems concerning, for example, the control of diffusion processes with jumps, the theory of large deviations for processes with jumps, and the theory of piecewise deterministic processes.

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Authors and Affiliations

  1. Univ. Mohammed V, Fac. des Sciences, Dép. de Maths. et Informatique, BP. 1014, Rabat, Maroc¶ e-mail: bensaoud@fsr.ac.ma¶ e-mail: sayah@fsr.ac.ma, , , , , , MA

    I. Bensaoud & A. Sayah

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  1. I. Bensaoud
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  2. A. Sayah
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Eingegangen am 1. 3. 2000

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ID="*)"Eine überarbeitete Fassung ging am 15. 6. 2000 ein.

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Bensaoud, I., Sayah, A. Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians. Arch. Math. 79, 392–395 (2002). https://doi.org/10.1007/PL00012462

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  • DOI: https://doi.org/10.1007/PL00012462

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