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3 questions
2
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Elliptic PDEs in BSDEs and in optimal control
This soft/reference question is related to this MO post of a similar nature.
What are some examples of elliptic PDEs appearing in control and BSDEs?
- 5,405
2
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Diffusions vs elliptic operators with dkp coefficients
I am wondering if there is any literature on the relationship between diffusions and elliptic equations. In particular I am interested in literature concerning operators with Dahlberg–Kenig–Pipher ...
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Elliptic principal eigenfunction analysis for Langevin dynamics with a varying source term
Consider the Kolmogorov forward equation for a Langevin dynamic:
$$\DeclareMathOperator{\Div}{div}
\begin{cases}
\dfrac{\partial}{\partial t} f = \Delta f + \Div(f\nabla V)\\
\\
\displaystyle\int_{\...
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