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20162022
most citedPeriodic Homogenization for Weakly Elliptic Hamilton-Jacobi-Bellman Equations with Critical Fractional Diffusion

5 citations · 5 across the 4 of their papers we have counts for

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math.AP2016

Viscosity methods for large deviations estimates for multiscale stochastic processes

Daria Ghilli

We study singular perturbation problems for second order HJB equations in an unbounded setting. The main applications are large deviations estimates for the short maturity asymptot…