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Well-posedness for a transmission problem connecting first and second-order operators

Published 29 May 2023 in math.AP | (2305.18659v1)

Abstract: We establish the existence and uniqueness of viscosity solutions within a domain $\Omega\subseteq\mathbb Rn$ for a class of equations governed by elliptic and eikonal type equations in disjoint regions. Our primary motivation stems from the Hamilton-Jacobi equation that arises in the context of a stochastic optimal control problem.

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