Stochastic control and principal eigenvaluet†
- 1 January 1984
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 11 (3-4) , 191-211
- https://doi.org/10.1080/17442508308833285
Abstract
(1984). Stochastic control and principal eigenvaluet. Stochastics: Vol. 11, No. 3-4, pp. 191-211.This publication has 5 references indexed in Scilit:
- On a stochastic representation for the principal eigenvalue of a second-order differential equationStochastics, 1980
- A minimum principle for the principal eigenvalue for second‐order linear elliptic equations with natural boundary conditionsCommunications on Pure and Applied Mathematics, 1978
- A new energy characterization of the smallest eigenvalue of the schrödinger equationCommunications on Pure and Applied Mathematics, 1977
- On a Variational Formula for the Principal Eigenvalue for Operators with Maximum PrincipleProceedings of the National Academy of Sciences, 1975
- On Some Connections between Probability Theory and Differential and Integral EquationsPublished by University of California Press ,1951