Proves unique global strong solutions for degenerate diffusions constrained to percolation clusters and derives a boundary-free stochastic control formula for the corresponding HJB equations under quantitative degeneracy assumptions.
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Degenerate Diffusions on Continuum Percolation and Hamilton-Jacobi-Bellman Equations
Proves unique global strong solutions for degenerate diffusions constrained to percolation clusters and derives a boundary-free stochastic control formula for the corresponding HJB equations under quantitative degeneracy assumptions.