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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 1, Pages 147–151
(Mi tvp3302)
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This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
An example of a one-dimensional controlled process
I. L. Genis, N. V. Krylov Moscow
Abstract:
This paper presents an example of an one-dimensional controlled process. It is shown that the value function $v(x)$ does not have bounded second derivative if $\lambda$ does not satisfy condition (2).
Received: 20.01.1975
Citation:
I. L. Genis, N. V. Krylov, “An example of a one-dimensional controlled process”, Teor. Veroyatnost. i Primenen., 21:1 (1976), 147–151; Theory Probab. Appl., 21:1 (1976), 148–152
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https://www.mathnet.ru/eng/tvp3302 https://www.mathnet.ru/eng/tvp/v21/i1/p147
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