Optimal evasion of a diffusion process from stable deterministic pursuit (Q1072253)
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English | Optimal evasion of a diffusion process from stable deterministic pursuit |
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Optimal evasion of a diffusion process from stable deterministic pursuit (English)
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1986
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Translation from Probl. Ustojch. Stokhasticheskikh Modelej 1983, 108-116 (Russian) (1983; Zbl 0567.60078).
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parabolic Kolmogorov equation
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