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On an evolution problem associated to the modelling of incertitude into the environment

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. 399-404. ISSN 1468-1218

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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 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.

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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