Resonance phenomena for second-order stochastic control equations
Patricio FelmerAlexander QuaasBoyan Sirakov
所有作者
Patricio FelmerAlexander QuaasBoyan Sirakov
文献摘要
We study the existence and the properties of solutions to the Dirichlet
problem for uniformly elliptic second-order Hamilton-Jacobi-Bellman operators,
depending on the principal eigenvalues of the operator.