- document
-
Kraaij, R.C. (author)We study the Hamilton-Jacobi equation f − λHf = h, where Hf = e<sup>−f</sup> Ae<sup>f</sup> and where A is an operator that corresponds to a well-posed martingale problem. We identify an operator that gives viscosity solutions to the Hamilton-Jacobi equa-tion, and which can therefore be interpreted as the resolvent of H. The operator is given...journal article 2020