Year: 2016
Type: preprint
Abstract: Let $(S,d)$ be a compact metric space and let $m$ be a Borel probability measure on $(S,d)$. We shall prove that, if $(S,d,m)$ is a $RCD(K,\infty)$ space, then the stochastic value function satisfies the viscous Hamilton-Jacobi equation, exactly as in Fleming's theorem on ${\bf R}^d$.
Source: arXiv (Cornell University)
Author: Bessi, Ugo
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2949554450