Resonance Phenomena for Second-Order Stochastic Control Equations
نویسندگان
چکیده
منابع مشابه
Resonance Phenomena for Second-Order Stochastic Control Equations
We study the existence and the properties of solutions to the Dirichlet problem for uniformly elliptic second-order Hamilton-JacobiBellman operators, depending on the principal eigenvalues of the operator.
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ژورنال
عنوان ژورنال: SIAM Journal on Mathematical Analysis
سال: 2010
ISSN: 0036-1410,1095-7154
DOI: 10.1137/080744268