Resonance phenomena for second-order stochastic control equations

SIAM Journal on Mathematical Analysis

Volumn 42, Issue 3, 2010, Pages 997-1024

  Felmer, Patricio ^a   Quaas, Alexander ^b   Sirakov, Boyan ^c,d  

^a UNIVERSITY OF CHILE   (Chile)

^b DEPARTAMENTO DE FÍSICA   (Chile)

^c UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

^d ÉCOLE DES HAUTES ÉTUDES EN SCIENCES SOCIALES   (France)

Author keywords

Bellman operator; Dirichlet problem; Principal eigenvalue; Resonance

Indexed keywords

DIRICHLET PROBLEM; HAMILTON-JACOBI-BELLMAN; PRINCIPAL EIGENVALUES; PROPERTIES OF SOLUTIONS; RESONANCE PHENOMENA; SECOND ORDERS; STOCHASTIC CONTROL; UNIFORMLY ELLIPTIC;

BOUNDARY VALUE PROBLEMS; EIGENVALUES AND EIGENFUNCTIONS; RESONANCE;

MATHEMATICAL OPERATORS;

EID: 77953527915     PISSN: 00361410     EISSN: None     Source Type: Journal    
DOI: 10.1137/080744268     Document Type: Article

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