We prove existence and uniqueness of viscosity solutions of Cauchy problems for fully nonlinear unbounded second order Hamilton-Jacobi-Bellman-Isaacs equations defined on the product of two infinite-dimensional Hilbert spaces H'× H'', where H'' is separable. The equations have a special "separated" form in the sense that the terms involving second derivatives are everywhere defined, continuous and depend only on derivatives with respect to x'' ∈ H'', while the unbounded terms are of first order and depend only on derivatives with respect to x' ∈ H'.
@article{bwmeta1.element.bwnjournal-article-smv115i3p291bwm,
author = {Maciej Kocan and Andrzej \'Swi\k ech},
title = {Second order unbounded parabolic equations in separated form},
journal = {Studia Mathematica},
volume = {113},
year = {1995},
pages = {291-310},
zbl = {0832.49017},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv115i3p291bwm}
}
Kocan, Maciej; Święch, Andrzej. Second order unbounded parabolic equations in separated form. Studia Mathematica, Tome 113 (1995) pp. 291-310. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv115i3p291bwm/
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