Resonance phenomena for second-order stochastic control equations
Résumé
We study the solvability and the properties of the set of solutions to the Dirichlet problem for a uniformly elliptic second order Hamilton-Jacobi-Bellman operator, with respect to the sign of its two principal eigenvalues. We are in particular interested in the "resonance" cases, when one of the eigenvalues is zero. We also obtain a new uniqueness result for a operator with negative eigenvalues.
Origine : Fichiers produits par l'(les) auteur(s)
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