Entropy solutions to a strongly degenerate anisotropic convection-diffusion equation, with application to the backward-forward stochastic differential utility (Articolo in rivista)

Type
Label
  • Entropy solutions to a strongly degenerate anisotropic convection-diffusion equation, with application to the backward-forward stochastic differential utility (Articolo in rivista) (literal)
Anno
  • 2003-01-01T00:00:00+01:00 (literal)
Alternative label
  • Amadori A.L., Natalini R. (2003)
    Entropy solutions to a strongly degenerate anisotropic convection-diffusion equation, with application to the backward-forward stochastic differential utility
    in Journal of mathematical analysis and applications (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Amadori A.L., Natalini R. (literal)
Pagina inizio
  • 511 (literal)
Pagina fine
  • 531 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 284 (literal)
Rivista
Note
  • ISI Web of Science (WOS) (literal)
Titolo
  • Entropy solutions to a strongly degenerate anisotropic convection-diffusion equation, with application to the backward-forward stochastic differential utility (literal)
Abstract
  • We study the deterministic counterpart of a backward-forward stochastic differential utility, which has recently been characterized as the solution to the Cauchy problem related to a PDE of degenerate parabolic type in two spatial variables, with a rank-1 diffusion and a conservative first order term. We first establish a local existence result for strong solutions and a continuation principle, and we produce a counterexample showing that, in general, strong solutions fail to be globally. (literal)
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