- Vivi Padova
- Il Bo
SEMINARI DI EQUAZIONI DIFFERENZIALI E APPLICAZIONI
Giovedì 20 giugno 2013 alle ore 12:15 in aula 1BC45, Naoyuki Ichihara (Hiroshima University) terrà un seminario dal titolo "Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control".
We are concerned with nonlinear additive eigenvalue problems for viscous Hamilton-Jacobi equations which appear in stochastic ergodic control. Certain qualitative properties of principal eigenvalues and associated eigenfunctions are studied. Such analysis plays a key role in studying the recurrence and transience of feedback diffusions for the corresponding stochastic control problems. Our results can be regarded as a nonlinear extension of the criticality theory for Schrodinger operators with decaying potentials.
Rif. Int. M. Bardi, P. Mannucci, C. Marchi.