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Mathematics of the USSR-Izvestiya, 1982, Volume 19, Issue 2, Pages 297–313
DOI: https://doi.org/10.1070/IM1982v019n02ABEH001419 (Mi im1597) 		 
This article is cited in 11 scientific papers (total in 11 papers)

On control of a diffusion process up to the time of first exit from a region

N. V. Krylov
English version PDF (909 kB) Citations (11)
References:
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DOI: https://doi.org/10.1070/IM1982v019n02ABEH001419
Abstract: The problem of controlling a diffusion process with smooth coefficients up to the time of first exit from a region is reduced to the problem of controlling a diffusion process with smooth coefficients in a whole space. Three examples are considered which show the usefulness of such a reduction in deriving the Bellman equation for the original problem.
Bibliography: 12 titles.
Received: 29.10.1980
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1981, Volume 45, Issue 5, Pages 1029–1048
Bibliographic databases:
UDC: 517.9
MSC: Primary 60J60, 93E99; Secondary 34H05, 60G40, 60H10, 60J50, 90D99
Language: English
Original paper language: Russian
Citation: N. V. Krylov, “On control of a diffusion process up to the time of first exit from a region”, Izv. Akad. Nauk SSSR Ser. Mat., 45:5 (1981), 1029–1048; Math. USSR-Izv., 19:2 (1982), 297–313
Citation in format AMSBIB
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\by N.~V.~Krylov
\paper On~control of a~diffusion process up to the time of first exit from a~region
\jour Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1981
\vol 45
\issue 5
\pages 1029--1048
\mathnet{http://mi.mathnet.ru/im1597}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=637615}
\zmath{https://zbmath.org/?q=an:0498.93070|0485.93077}
\transl
\jour Math. USSR-Izv.
\yr 1982
\vol 19
\issue 2
\pages 297--313
\crossref{https://doi.org/10.1070/IM1982v019n02ABEH001419}
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  • https://doi.org/10.1070/IM1982v019n02ABEH001419
  • https://www.mathnet.ru/eng/im/v45/i5/p1029
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    Abstract page:376
    Russian version PDF:132
    English version PDF:29
    References:45
    First page:1
     
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