On a stochastic representation for the principal eigenvalue of a second-order differential equation
- 1 January 1980
- journal article
- Published by Taylor & Francis in Stochastics
- Vol. 3 (1-4) , 305-321
- https://doi.org/10.1080/17442508008833153
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- A minimum principle for the principal eigenvalue for second‐order linear elliptic equations with natural boundary conditionsCommunications on Pure and Applied Mathematics, 1978
- Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion ModelSIAM Journal on Control and Optimization, 1978
- A new energy characterization of the smallest eigenvalue of the schrödinger equationCommunications on Pure and Applied Mathematics, 1977
- Statistics of Random Processes IPublished by Springer Nature ,1977
- On the principal eigenvalue of second‐order elliptic differential operatorsCommunications on Pure and Applied Mathematics, 1976
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975
- Stochastically perturbed dynamical systemsRocky Mountain Journal of Mathematics, 1974
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- Optimal Stationary Control of a Linear System with State-Dependent NoiseSIAM Journal on Control, 1967