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Abstracts - Facultatea de Matematică

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Functional monotone VP and normed coercivity<br />

Mihai Turinici<br />

“A. Myller” Mathematical Seminar; “Al. I. Cuza” University<br />

11, Copou Boulevard; 700506 Ia¸si, Romania<br />

mturi@uaic.ro<br />

A functional extension is given for the monotone variational principle in Turinici [An.<br />

St. UAIC Iasi, 36 (1990), 329–352]. The obtained facts are then applied to establish<br />

(via conical Palais–Smale techniques) a monotone functional version of the coercivity<br />

result in Zhong [Nonlinear Analysis, 29 (1997), 1421–1431].<br />

Viability for Nonlinear Reaction-Diffusion Systems<br />

Mihai NECULA and Ioan I. VRABIE<br />

Faculty of Mathematics, “Al. I. Cuza” University of Ia¸si, Romania<br />

necula@uaic.ro<br />

Faculty of Mathematics, “Al. I. Cuza” University of Ia¸si<br />

“O. Mayer” Mathematics Institute of the Romanian Aca<strong>de</strong>my, Ia¸si, Romania<br />

ivrabie@uaic.ro<br />

We prove several necessary and/or sufficient conditions for viability for certain classes<br />

of nonlinear reaction-diffusion systems governed by continuous perturbations of mdissipative<br />

operators.<br />

Integro-differential hamilton-jacobi-bellman equations<br />

associated to SDES driven by stable processes<br />

A. ZĂLINESCU<br />

Laboratoire <strong>de</strong> Mathématiques et Applications<br />

Université <strong>de</strong> La Rochelle, Avenue Michel Crépeau<br />

17042 La Rochelle, France<br />

azalines@univ-lr.fr<br />

We are interested in the way in which (nonlinear) Hamilton–Jacobi–Bellman equations<br />

(or variational inequalities) involving an integro-differential operator relate to jump<br />

diffusion processes via optimal stochastic control (and optimal stopping) problems.<br />

Our main domain of interest lies in the case where the dynamics has infinite variance,<br />

especially in the case where the jump diffusion process is a solution of a SDE driven by<br />

stable processes.<br />

We prove that the value function of the optimal control problem is a viscosity solution<br />

of the integro-differential variational inequality arising from the associated dynamic<br />

37

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