Menaldi, Jose-Luis - Department of Mathematics, Wayne State University

• To Emilio To Maria Cristina and Veronica Estela
• Stochastic Differential Equations with Jumps1 Jose-Luis Menaldi2
• ISSN 10645624, Doklady Mathematics, 2006, Vol. 74, No. 1, pp. 610613. Pleiades Publishing, Inc., 2006. Original Russian Text A.S. Bratus', D.V. Iourtchenko, J.-L. Menaldi, 2006, published in Doklady Akademii Nauk, 2006, Vol. 409, No. 1, pp. 3033.
• Dynamics of Continuous Discrete and Impulsive Systems, 3 (1997), 395-442 HYBRID CONTROL AND DYNAMIC
• STOCHASTIC 2-D NAVIER-STOKES EQUATION WITH ARTIFICIAL COMPRESSIBILITY
• ON OPTIMAL ERGODIC CONTROL OF DIFFUSIONS WITH JUMPS
• A Distributed Parabolic Control with Mixed Boundary Conditions
• Integro-Differential It is known that any Markov process of second order should have the form
• October 9, 2002, To appear in Nonlinear Analysis, TMA Series A Impulse Control of Stochastic Navier-Stokes
• Journal of Mathematical Analysis and Applications, 249 (2000), 261-288 Stochastic Hybrid Control
• Bibliography [1]R.A. Adams, Sobolev Spaces, Academic Press, New York, 1975.
• Applied Mathematics and Optimization, 35 (1997), 117-137 ERGODIC CONTROL OF REFLECTED
• Some Results of Backward It^o Formula Giuseppe Da Prato Jose-Luis Menaldi
• Optimal Control and Differential Games with Measures E.N.Barron*, R.Jensen**
• IV Green and Poisson Functions 129 IV.1Definition of a Fundamental Solution . . . . . . . . . . . . . . . . . *
• GREEN FUNCTIONS FOR PARABOLIC SECOND ORDER INTEGRO-DIFFERENTIAL
• Remarks on Risk-sensitive Control Problems Jos'e-Luis Menaldi Maurice Robin
• Nonlinear Analysis: Theory, Methods and Applications, 29 (1997), 415-426 INFINITE-DIMENSIONAL
• VI Classic Green and Poisson Functions 213 VI.1Problems in Half-Space . . . . . . . . . . . . . . . . . . . . . . . .*
• Applied Mathematics and Optimization, 46 (2002), 31-53 Stochastic 2-D Navier-Stokes Equation
• On Some Reachability Problems for Diffusion Processes
• VIIIThe Construction of the Green Function 323 VIII.1Volterra Equations . . . . . . . . . . . . . . . . . . . . . . . . . *
• On an Investment-Consumption model with transaction costs
• IIIA Simple Cauchy Problem 103 III.1Wiener and Poisson Processes . . . . . . . . . . . . . . . . . . . . .*
• Dynamics of Continuous Discrete and Impulsive Systems, 3 (1997), 395-442 HYBRID CONTROL AND DYNAMIC
• Stochastic Differential Equations with Jumps1 Jose-Luis Menaldi2
• Differential and Integral Equations, 12 (1999), 419-434 STOCHASTIC PDE FOR NONLINEAR
• Difference Equations on Weighted Graphs Alain Bensoussan
• On Some Reachability Problems for Diffusion Processes
• Optimal Control and Differential Games with Measures E.N.Barron*, R.Jensen**
• Green and Poisson Functions with Wentzell Boundary Conditions
• Computational and Applied Mathematics, 12 (1993), 21-40 GENERALIZED LAME-CLAPEYRON
• Journal of Differential Equations, 109 (1994), 175-182 Regularity of the Free Boundary in Singular
• ON OPTIMAL ERGODIC CONTROL OF DIFFUSIONS WITH JUMPS
• Remarks on Risk-sensitive Control Problems Jos'e-Luis Menaldi Maurice Robin
• Mathematics of Control, Signals and Systems, 5 (1992), 93-144 SINGULAR ERGODIC CONTROL FOR
• Applied Mathematics and Optimization, 40 (1999), 105-140 INVARIANT MEASURE FOR DIFFUSIONS WITH
• Communication in Partial Differential Equations, 18-12 (1993), 2023-2050 REGULARIZING EFFECT FOR INTEGRO-DIFFERENTIAL
• Applied Mathematics and Optimization, 46 (2002), 31-53 Stochastic 2-D Navier-Stokes Equation
• Stochastic and Stochastic Reports, 56 (1996), 17-32 Optimal Starting-Stopping Problems for
• STOCHASTIC 2-D NAVIER-STOKES EQUATION WITH ARTIFICIAL COMPRESSIBILITY
• Aportaciones Matematicas (Sociedad Matematica Mexicana), 16 (2001), 205-250 Stochastic Hybrid Optimal Control Models
• Nonlinear Analysis: Theory, Methods and Applications, 29 (1997), 415-426 INFINITE-DIMENSIONAL
• IX Estimates on the Green Function 357 IX.1First Order Estimates . . . . . . . . . . . . . . . . . . . . . . . . *
• Difference Equations on Weighted Graphs Alain Bensoussan
• Local Solutions to the Hamilton-Jacobi-Bellman Equation for Some Stochastic Problems
• SECOND ORDER ELLIPTIC INTEGRO-DIFFERENTIAL PROBLEMS 1
• October 9, 2002, To appear in Nonlinear Analysis, TMA Series A Impulse Control of Stochastic Navier-Stokes
• Some Results of Backward It^o Formula Giuseppe Da Prato Jose-Luis Menaldi
• I Background 1 I.1 Introductory Material . . . . . . . . . . . . . . . . . . . . . . . . . *
• Journal of Mathematical Analysis and Applications, 249 (2000), 261-288 Stochastic Hybrid Control
• Differential and Integral Equations, 8 (1995), 161-182 Maximum Principles For
• Penalty approximation and analytical characterization of the problem of
• Green and Poisson Functions with Wentzell Boundary Conditions
• Applied Mathematics and Optimization, 35 (1997), 117-137 ERGODIC CONTROL OF REFLECTED
• Penalty approximation and analytical characterization of the problem of
• SIAM J Cont Optim, 34 (1996), 329-364 * On an Investment-Consumption model with transaction
• V Fundamental Solutions for Differential Equations 161 V.1 Estimates for the Heat Potentials . . . . . . . . . . . . . . . . . . .*
• A Distributed Parabolic Control with Mixed Boundary Conditions
• Differential and Integral Equations, 8 (1995), 161-182 Maximum Principles For
• Aportaciones Matematicas (Sociedad Matematica Mexicana), 16 (2001), 205-250 Stochastic Hybrid Optimal Control Models
• Mathematics of Control, Signals and Systems, 5 (1992), 93-144 SINGULAR ERGODIC CONTROL FOR
• Applied Mathematics and Optimization, 40 (1999), 105-140 INVARIANT MEASURE FOR DIFFUSIONS WITH
• Stochastic and Stochastic Reports, 56 (1996), 17-32 Optimal Starting-Stopping Problems for
• VIIGreen Spaces 281 VII.1Definition of the Function Spaces . . . . . . . . . . . . . . . . . . *
• Local Solutions to the Hamilton-Jacobi-Bellman Equation in
• Computational and Applied Mathematics, 12 (1993), 21-40 GENERALIZED LAME-CLAPEYRON
• Journal of Differential Equations, 109 (1994), 175-182 Regularity of the Free Boundary in Singular
• II Integro-Differential Parabolic Equations 51 II.1Definition of the Integro-Differential Operator . . . . . . . . . . . .*
• Differential and Integral Equations, 12 (1999), 419-434 STOCHASTIC PDE FOR NONLINEAR
• Communication in Partial Differential Equations, 18-12 (1993), 2023-2050 REGULARIZING EFFECT FOR INTEGRO-DIFFERENTIAL