Biblioteca de la Universidad Complutense de Madrid

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

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Díaz Díaz, Gregorio y Díaz Díaz, Jesús Ildefonso y 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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URL Oficial: http://www.sciencedirect.com/science/journal/14681218



Resumen

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.


Tipo de documento:Artículo
Palabras clave:Stochastic control problem, Incertitude environment, Unilateral problems
Materias:Ciencias > Matemáticas > Procesos estocásticos
Código ID:12432
Depositado:17 Mar 2011 08:30
Última Modificación:06 Feb 2014 09:24

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