OpenAlex | Strict monotonicity of principal eigenvalues of elliptic operators in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math> and risk-sensitive control

Strict monotonicity of principal eigenvalues of elliptic operators in Rd and risk-sensitive control

Work

Year: 2018

Type: article

Source: Journal de Mathématiques Pures et Appliquées

Authors Ari Arapostathis, Anup Biswas, Subhamay Saha

Institutions The University of Texas at Austin, Indian Institute of Science Education and Research Pune, Indian Institute of Technology Guwahati

Cites: 51

Cited by: 20

Related to: 10

FWCI: 4.664

Citation percentile (by year/subfield): 94.53

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders National Science Foundation, Office of Naval Research, Army Research Office

Grant IDS DMS-1715210, N00014-16-1-2956, W911NF-17-1-001