Abstract:
In part I normalized parabolic Bellman equations of the form $Fu=0$ were studied; in this part ordinary Bellman equations, i.e. equations solved for the derivative with respect to $t$, are considered. While it was assumed in part I that the $u_n$ and $u$ have bounded weak derivatives with respect to $t$, it is merely assumed here that they are of bounded variation with respect to $t$. As before, the second derivatives with respect to $x$ of the convex (in $x$) functions $u_n$ and $u$ are understood in the generalized sense (as measures), while the equations $Fu_n=0$ and $Fu=0$ are considered in a lattice of measures.
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