TY  - INPR
A1  - Cattiaux, Patrick
A1  - Dai Pra, Paolo
A1  - Poelly, Sylvie
T1  - A constructive approach to a class of ergodic HJB equations with nonsmooth cost
N2  - We consider a class of ergodic Hamilton-Jacobi-Bellman (HJB) equations, related to large time asymptotics of non-smooth multiplicative functional of difusion processes. Under suitable ergodicity assumptions on the underlying difusion, we show existence of these asymptotics, and that they solve the related HJB equation in the viscosity sense.
T3  - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2007, 02 
Y1  - 2007
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49430
ER  -