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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

Hopf formula and multitime Hamilton-Jacobi equations


Authors: P.-L. Lions and J.-C. Rochet
Journal: Proc. Amer. Math. Soc. 96 (1986), 79-84
MSC: Primary 35F99; Secondary 35L40, 90A16
MathSciNet review: 813815
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Abstract: Problems arising in mathematical economics lead to the study of multi-time Hamilton-Jacobi equations. Using commutation properties of the semigroups for the standard equation, we propose a generalization of the Hopf formula that gives explicit solutions of these equations.


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DOI: http://dx.doi.org/10.1090/S0002-9939-1986-0813815-5
PII: S 0002-9939(1986)0813815-5
Article copyright: © Copyright 1986 American Mathematical Society