@unpublished{CattiauxDaiPraPoelly2007,
  author    = {Cattiaux, Patrick and Dai Pra, Paolo and Poelly, Sylvie},
  title     = {A constructive approach to a class of ergodic HJB equations with nonsmooth cost},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49430},
  year      = {2007},
  abstract  = {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.},
  language  = {en}
}
@misc{DaiPraLouisMinelli2006,
  author    = {Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida},
  title     = {Monotonicity and complete monotonicity for continuous-time Markov chains},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-7665},
  year      = {2006},
  abstract  = {We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.},
  subject      = {Stochastik},
  language  = {en}
}