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20042024
most citedComparison principles and Dirichlet problem for equations of Monge-Ampere type associated to vector fields

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math.OC2004

Almost sure stability of controlled degenerate diffusions

Martino Bardi, Annalisa Cesaroni

We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal dec…