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Non-explosion, boundedness, and ergodicity for stochastic semilinear equations

✍ Scribed by Giuseppe Da Prato; Jerzy Zabczyk

Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
559 KB
Volume
98
Category
Article
ISSN
0022-0396

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πŸ“œ SIMILAR VOLUMES

Ergodic Control of Semilinear Stochastic
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✍ Beniamin Goldys; Bohdan Maslowski πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 263 KB

In this paper we consider optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylindrical noise. We show existence and uniqueness Ž . up to an additive constant of solutions to the stationary Hamilton᎐Jacobi equation associated with the cost functional given by the