The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process

DOI10.1016/0022-0396(69)90013-8zbMath0181.44305MaRDI QIDQ2534957

Harold J. Kushner

Publication date: 1969

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(69)90013-8

zbMATH Keywords

probability theory

Related Items

Perturbed linear stochastic dynamical systems, Properties of the Emden-Fowler equation under stochastic disturbances that depend on parameters, Expansions in nearly linear stochastic dynamical problems, Ergodic expansions in small noise problems, Stationary probability measures for linear differential equations driven by white noise, Stability and existence of diffusions with discontinuous or rapidly growing drift terms, Approximations to and local properties of diffusions with discontinuous controls

Cites Work

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• A Liapunov method for the estimation of statistical averages
• On the Stabilization of Linear Systems
• On Equations of Brownian Motion
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• Optimal Discounted Stochastic Control for Diffusion Processes
• Asymptotic Properties of Markoff Transition Probabilities
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