scientific article; zbMATH DE number 3810606
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Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Optimal stochastic control (93E20) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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(80)- Output dynamic controller analysis for stochastic systems of multiplicative type
- Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
- On the maximum principle for stochastic differential equations with a path-wise cost functional
- Weighted Aleksandrov estimates: PDE and stochastic versions
- Factorization, basic notions and applications
- \(G\)-convergence of parabolic operators and weak convergence of solutions of diffusion equations
- Lyapunov functions in barriers for parabolic equations and in stability problems with respect to ``white noise
- On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\)
- On potentials of Itô's processes with drift in \(L_{d+1}\)
- On the existence of an optimal feedback control for stochastic systems
- On Shige Peng's central limit theorem
- Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
- Passage to the limit in general degenerate Bellman equations. II
- Stability of equilibrium with respect to white noise
- Stochastic equations and inclusions with mean derivatives and their applications
- MDP for integral functionals of fast and slow processes with averaging
- Regularity properties for a class of non-uniformly elliptic Isaacs operators
- \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters
- On weak uniqueness for some diffusions with discontinuous coefficients
- On the independence of the value function for stochastic differential games of the probability space
- Averaging of nondivergent second-order equations with random coefficients
- Limit transition in general degenerate Bellman equations. I
- Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator
- Continuous dependence and time change for Ito equations
- Deterministic and stochastic differential equations in infinite- dimensional spaces
- Uniqueness of the solution of Bellman's equation in the case of general controlled processes
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator
- On the existence of solutions of unbounded optimal stopping problems
- On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
- On time-inhomogeneous controlled diffusion processes in domains
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
- Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients
- Fixed-gain estimation in continuous time
- On Stochastic Differential Equations with Locally Unbounded Drift
- Averaging error for elliptic equations with ``layered random coefficients
- Optimal control model with energy criterion in stochastic Lagrange mechanics
- Feedback controls for stochastic equations with monotone coefficients
- Stochastic differential equations with nonregular coefficients
- scientific article; zbMATH DE number 4006128 (Why is no real title available?)
- Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization
- Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations
- Space average of parabolic equations
- Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems
- Approximation of controlled solutions of Ito's equation by controlled Markov chains
- Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients
- G-convergence of elliptic operators in nondivergence form
- Convergence of diffusion processes
- Limit behavior of functionals of solutions of diffusion type equations
- A priori estimates for solutions to systems of nonlinear parabolic equations
- The parabolic bellman equation
- Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides
- Strong envelopes of stochastic processes and a penalty method†
- Limit transition in degenerate Bellman equations
- Bellman's equation in a lattice of measures for general controlled stochastic processes. I
- Traditional derivation of Bellman equation for general controlled stochastic processes
- On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
- Sensitivities for Bermudan options by regression methods
- Absolute continuity under flows generated by SDE with measurable drift coefficients
- On the optimal control of integral-functional equations
- Bellman's equation for uniformly nondegenerate stochastic processes
- Optimal locally absolutely continuous change of measure. finite set of decisions. part i
- On control of time for reaching a domain by random motion
- A remark on the attainable distributions of controlled diffusions
- Nonequilibrium statistical mechanics of a solid immersed in a continuum
- On averaging principle for diffusion processes with null-recurrent fast component.
- Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
- Sufficient conditions for convergence of solutions of stochastic equations
- Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients
- Optimal control of stepwise processes with periodic characteristics
- Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign
- Filtering partially observable diffusions up to the exit time from a domain
- A stability theorem for stochastic differential equations and application to stochastic control problems
- Traditional proof of Bellman's equation for controlled diffusion processes
- Differential equations. Transl. from the Russian
- On the regularity of viscosity solutions of fully nonlinear elliptic equations
- Control of the solution of a stochastic equation with discontinuous trajectories
- Nonlinear potentials for Hamilton-Jacobi-Bellman equations
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