33 citations · 208 across the 32 of their papers we have counts for
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Comparison Principle for Hamilton-Jacobi-Bellman Equations via a Bootstrapping Procedure
Richard C. Kraaij, Mikola C. Schlottke
We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of in a context without boundary conditions. The Hamiltonian is given as the supremum ove…
The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
Richard C. Kraaij
We study the Hamilton-Jacobi equation f - lambda Hf = h, where H f = e^{-f}Ae^f and where A is an operator that corresponds to a well-posed martingale problem. We identify an opera…
Strict continuity of the transition semigroup for the solution of a well-posed martingale problem
Richard C. Kraaij
In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continu…
Gamma convergence on path-spaces via convergence of viscosity solutions of Hamilton-Jacobi equations
Richard C. Kraaij
We establish a framework that allows to prove Gamma-converge of functionals of Lagrangian form on spaces of trajectories based on convergence of viscosity solutions of associated H…
A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
Richard C. Kraaij
We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for…