Refine
Has Fulltext
- yes (1)
Year of publication
- 2007 (1) (remove)
Document Type
- Preprint (1)
Language
- English (1)
Is part of the Bibliography
- no (1)
Institute
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.