Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/18651
標題: 橢圓系統差分不等式的一些 Apriori 估計
Apriori Estimates for System of Elliptic Difference Inequalities
作者: 陳玉正
Y.J.Chen
關鍵字: Apriori Estimates
橢圓系統差分不等式
Discrete
Max. Principle
Harnack and Holder Estimate
Apriori 估計
離散狀態
兩面障礙
差分運算
出版社: 應用數學研究所
摘要: 我們得到與 Aleksandrov 和 Bakel'man 極大值原理、Harnack不等式及 Krylov 和 Safonov 的 Holder 估計相似結果之離散化橢圓系統差分不等 式。這些系統與一些隨機控制問題有很密切關連。然而這些有兩面障礙的 二階橢圓系統不等式之黏性近似解﹐引起我現在所學習的動機。
We derive a discrete analogues for systems of elliptic difference inequalities of the Aleksandrov and Bakel'man maximum principle and Harnack inequalities and Holder estimates of Krylov and Safonov. These systems are closely related to some stochastic control problems. The approximation of viscosity solutions of systems of second order elliptic inequalities with bilateral obstacles provided the motivation for the present study.
URI: http://hdl.handle.net/11455/18651
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