Resonance Phenomena for Second-Order Stochastic Control Equations

نویسندگان

  • Patricio Felmer
  • Alexander Quaas
  • Boyan Sirakov
چکیده

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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عنوان ژورنال:
  • SIAM J. Math. Analysis

دوره 42  شماره 

صفحات  -

تاریخ انتشار 2010