Díaz Díaz, Gregorio and Díaz Díaz, Jesús Ildefonso and Faghloumi, C. (2007) On an evolution problem associated to the modelling of incertitude into the environment. Nonlinear analysis. Real world applications : an international multidisciplinary journal, 8 (1). pp. 399404. ISSN 14681218

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Official URL: http://www.sciencedirect.com/science/journal/14681218
Abstract
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 Linfinityaccretive 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.
Item Type:  Article 

Uncontrolled Keywords:  Stochastic control problem, Incertitude environment, Unilateral problems 
Subjects:  Sciences > Mathematics > Stochastic processes 
ID Code:  12432 
Deposited On:  17 Mar 2011 08:30 
Last Modified:  06 Feb 2014 09:24 
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