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Mathematische Annalen

, Volume 361, Issue 3–4, pp 647–687 | Cite as

Viscosity solutions of general viscous Hamilton–Jacobi equations

  • Scott N. Armstrong
  • Hung V. TranEmail author
Article

Abstract

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton–Jacobi equations.

Mathematics Subject Classification

35D40 35B51 

Notes

Acknowledgments

S. Armstrong thanks the Forschungsinstitut für Mathematik (FIM) of ETH Zürich for support. H. Tran is supported in part by NSF Grant DMS-1361236.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  1. 1.CEREMADE (UMR CNRS 7534), Université Paris-DauphineParisFrance
  2. 2.Department of MathematicsThe University of ChicagoChicagoUSA

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