infinite horizon problems
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Automatica ◽  
2020 ◽  
Vol 117 ◽  
pp. 109001
Author(s):  
Jürgen Gutekunst ◽  
Hans Georg Bock ◽  
Andreas Potschka




Mathematics ◽  
2018 ◽  
Vol 6 (12) ◽  
pp. 286
Author(s):  
Michael Marcozzi

We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains. Furthermore, we provide a probabilistic interpretation of the solution in terms of the expectation of an associated ultradiffusion process.





2017 ◽  
Vol 46 (1) ◽  
pp. 127-147 ◽  
Author(s):  
Joël Blot ◽  
Abdelkader Bouadi ◽  
Bruno Nazaret


2015 ◽  
Vol 258 (4) ◽  
pp. 1430-1460 ◽  
Author(s):  
C. Hermosilla ◽  
H. Zidani


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