一类扩散型变分方程问题

The Problem of a Class of Diffusion Variational Equations

本文讨论了扩散型方程的某些分析性质,得到了一些较为深刻的结论,并应用这些结论证明了一类扩散型变分方程解的存在性。同时,还指出这类变分方程在随机控制的研究中有着重要的理论意义。

First this paper discusses the analytic properties of diffusion equations and obtains some deep conclusions. Applying these conclusions, the of solutions existence a class of diffusion variational equations is proved. Also we point out that this kind of variational equations has a main theoretical meaning in the study of stochastic controls.