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arXiv · 1010.5182

Resonance phenomena for second-order stochastic control equations

Patricio Felmer·Alexander Quaas·Boyan Sirakov
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Abstract

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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Patricio Felmer, Alexander Quaas, Boyan Sirakov. 2010-10-25. Resonance phenomena for second-order stochastic control equations. https://arxiv.org/abs/1010.5182

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