@unpublished{CattiauxDaiPraPoelly2007,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}
}