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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 1, Pages 44–58 (Mi tvp984)  
On the control of Brownian motion in a half-plane with an oblique reflection on the boundary

S. V. Anulova

Moscow
Full-text PDF (786 kB)
Abstract: We consider a control problem for a Brownian motion in a halfplane with an oblique reflection on the boundary. The problem is analysed in a manner similar to that of N. V. Krylov. The reward function is identified with the solution of a corresponding partial differential equation with boundary conditions.
Received: 17.03.1977
English version:
Theory of Probability and its Applications, 1980, Volume 25, Issue 1, Pages 41–57
DOI: https://doi.org/10.1137/1125004
Bibliographic databases:
Language: Russian
Citation: S. V. Anulova, “On the control of Brownian motion in a half-plane with an oblique reflection on the boundary”, Teor. Veroyatnost. i Primenen., 25:1 (1980), 44–58; Theory Probab. Appl., 25:1 (1980), 41–57
Citation in format AMSBIB
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\by S.~V.~Anulova
\paper On the control of Brownian motion in a half-plane with an
oblique reflection on the boundary
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 1
\pages 44--58
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\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 25
\issue 1
\pages 41--57
\crossref{https://doi.org/10.1137/1125004}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LG24200004}
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