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  - 
TY  - INPR
A1  - Cattiaux, Patrick
A1  - Fradon, Myriam
A1  - Kulik, Alexei Michajlovič
A1  - Roelly, Sylvie
T1  - Long time behavior of stochastic hard ball systems
N2  - We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 2(2013)15 
KW  - Stochastic differential equations
KW  - hard core interaction
KW  - reversible measure
KW  - normal reflection
KW  - local time
Y1  - 2013
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-68388
ER  - 
TY  - JOUR
A1  - Cattiaux, Patrick
A1  - Fradon, Myriam
A1  - Kulik, Alexei M.
A1  - Roelly, Sylvie
T1  - Long time behavior of stochastic hard ball systems
JF  - Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability
N2  - We study the long time behavior of a system of n = 2, 3 Brownian hard balls, living in R-d for d >= 2, submitted to a mutual attraction and to elastic collisions.
KW  - hard core interaction
KW  - local time
KW  - Lyapunov function
KW  - normal reflection
KW  - Poincare inequality
KW  - reversible measure
KW  - stochastic differential equations
Y1  - 2016
U6  - https://doi.org/10.3150/14-BEJ672
SN  - 1350-7265
SN  - 1573-9759
VL  - 22
SP  - 681
EP  - 710
PB  - International Statistical Institute
CY  - Voorburg
ER  -