Resonance phenomena for second-order stochastic control equations
classification
🧮 math.AP
math.OCmath.PR
keywords
second-ordercontroldependingdirichleteigenvaluesellipticequationsexistence
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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.
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