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• W1569167054 abstract "We derive a Liouville type result for a Bellman operator in a bounded smooth domain. The ellipticity of the operator is assumed to degenerate at the boundary and a condition involving also the drift is further imposed. We apply this result to stochastic control problems, in particular to an exit problem and to the small discount limit related with ergodic control with state constraints. In this context, our condition on the behavior of the operator near the boundary ensures some invariance property of the domain for the associated controlled diffusion process" @default.
• W1569167054 created "2016-06-24" @default.
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• W1569167054 date "2015-01-02" @default.
• W1569167054 modified "2023-09-27" @default.
• W1569167054 title "A Liouville type result for a degenerate Bellman operator in a bounded domain" @default.
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• W1569167054 hasPublicationYear "2015" @default.
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