摘要
In this paper we shall investigate a uniqueness result for solutions of the G-heat equation. We obtain the Tychonoff uniqueness theorem for the G-heat equation.
In this paper we shall investigate a uniqueness result for solutions of the G-heat equation. We obtain the Tychonoff uniqueness theorem for the G-heat equation.
作者
LIN Qian1,2 1School of Mathematics, Shandong University, Jinan 250100, China
2 Laboratoire de Mathématiques, CNRS UMR 6205, Université de Bretagne Occidentale, 6, avenue Victor Le Gorgeu, CS 93837, 29238 Brest cedex 3, France
基金
supported by the Young Scholar Award for Doctoral Students of the Ministry of Education of China, the Marie Curie Initial Training Network (Grant No. PITN-GA-2008-213841)
National Basic Research Program of China(Grant No. 2007CB814900)
National Natural Science Foundation of China (Grant No. 11071144)
关键词
唯一性定理
热方程
数理方程
函数
Tychonoff uniqueness theorem
G-heat equation
G-expectations
G-Brownian motion
viscosity solutions
