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.
