A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions

DOI10.4310/CMS.2011.V9.N1.A14zbMath1280.49037OpenAlexW2312448432MaRDI QIDQ390249

Xiaoxue Deng, Jin Feng, Yong Liu

Publication date: 22 January 2014

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: http://intlpress.com/site/pub/pages/journals/items/cms/content/vols/0009/0001/a014/index.html

zbMATH Keywords

comparison principlelarge deviationsingular diffusionssingular Hamiltonian

Mathematics Subject Classification ID

Large deviations (60F10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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