scientific article; zbMATH DE number 4036838
From MaRDI portal
Publication:3776321
Recommendations
- Quasi-everywhere regularity of solutions of Brownian stochastic differential equations and their flows
- scientific article; zbMATH DE number 4098425
- scientific article; zbMATH DE number 4180445
- On the bounded variation of the flow of stochastic differential equation
- scientific article; zbMATH DE number 4046808
Cited in
(14)- Stochastic flows on the circle
- Projection of the infinitesimal generator of a diffusion
- scientific article; zbMATH DE number 4180445 (Why is no real title available?)
- scientific article; zbMATH DE number 3905577 (Why is no real title available?)
- scientific article; zbMATH DE number 432953 (Why is no real title available?)
- Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
- On the bounded variation of the flow of stochastic differential equation
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
- Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
- Quasi-everywhere regularity of solutions of Brownian stochastic differential equations and their flows
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data
- scientific article; zbMATH DE number 4046808 (Why is no real title available?)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
- Differentiability of stochastic flow of reflected Brownian motions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3776321)