Resonance Phenomena for Second-Order Stochastic Control Equations

Resonance Phenomena for Second-Order Stochastic Control Equations
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DOI:
10.1137/080744268
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发表时间:
2010-05
期刊:
SIAM J. Math. Anal.
影响因子:
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通讯作者:
P. Felmer;A. Quaas;B. Sirakov
P. Felmer;A. Quaas;B. Sirakov
中科院分区:
其他
文献类型:
--
作者:
P. Felmer;A. Quaas;B. Sirakov

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本文研究了二阶一致椭圆型Hamilton-Jacobi-Bellman算子Dirichlet问题解的存在性和性质,这些结果依赖于算子的主特征值.
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.