SEMINAIRE D'ANALYSE NUMERIQUE
Année universitaire 2009-2010


Jeudi 18 février 2010 :  Naoyuki ICHIHARA   (Universite de Hiroshima)
Viscous Hamilton-Jacobi equations and associated diffusion processes

We discuss a class of semilinear partial differential equations arising in stochastic control and associated diffusion processes. The objective of this talk is to present some relationships between the long-time behavior of diffusions and qualitative properties of solutions to such PDEs.