PROBABILISTIC SOLUTIONS OF THE DIRICHLET PROBLEM FOR ISAACS EQUATION JAY KOVATS In this expository paper, we examine an open question regarding the Dirichlet problem for the fully nonlinear, uniformly elliptic Isaacs equation in a smooth, bounded domain in R d . Specifically, we examine the possibility of obtaining a probabilistic expression for the continuous viscosity solution of the Dirichlet problem for the nondegenerate Isaacs equation. Copyright © 2006 Jay Kovats. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Question Let D ⊂ R d be a bounded domain whose boundary satisfies a uniform exterior sphere condition. What is the general form of the continuous viscosity solution of the Dirichlet problem for the uniformly elliptic Isaacs equation min max { L y,z v(x)+ f (y,z,x) } = 0 inD, z ∈ Z y∈Y v = g on ∂D, (∗) where L y,z u = L y,z (x)u := tr[a(y,z,x)u xx ]+b(y,z,x) · u x − c(y,z,x)u? Here,weassume that our coefficients, a, b, c, f , are continuous, uniformly bounded, and Lipschitz continuous in x (uniformly in y, z), c ≥ 0, and g(x) is Lipschitz continuous in ¯D. Y, Z are compact sets in R p , R q , respectively. The Isaacs equation, which comes from the theory of differential games, is of the form F[v](x):= F(v xx ,v x ,v,x) = 0, where F : × R d × R × D → R d is given by F(m, p,r,x) = min max { [ ] } tr a(y,z,x) · m + b(y,z,x) · p − c(y,z,x)r + f (y,z,x) , z ∈ Z y∈Y (1.1) and by the structure of this equation, that is, our conditions on our coefficients as well as the nondegeneracy of a (uniform ellipticity), we know by Ishii and Lions (see [10]) that Hindawi Publishing Corporation Proceedings of the Conference on Differential & Difference Equations and Applications, pp. 593–604
ON AN ESTIMATE FOR THE NUMBER OF SOLUTIONS OF THE GENERALIZED RIEMANN BOUNDARY VALUE PROBLEM WITH SHIFT V. G. KRAVCHENKO, R. C. MARREIROS, AND J. C. RODRIGUEZ An estimate for the number of linear independent solutions of a generalized Riemann boundary value problem with the shift α(t) = t + h, h ∈ R, on the real line, is obtained. Copyright © 2006 V. G. Kravchenko et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction In ˜L 2 (R), the real space of all Lebesgue measurable complex valued functions on R with p = 2 power, we consider the generalized Riemann boundary value problem. Find functions ϕ + (z)andϕ − (z)analyticinImz>0andImz