Strict monotonicity of principal eigenvalues of elliptic operators in ${\mathbb{R}}^d$ and risk-sensitive control

Ari Arapostathis, Anup Biswas, Subhamay Saha

This paper studies the eigenvalue problem on ${\mathbb{R}}^d$ for a class of second order, elliptic operators of the form $\mathscr{L} = a^{ij}\partial_{x_i}\partial_{x_j} + b^{i}\pa…