Sets of accessibility for controlled stochastic differential equations

DOI10.1070/RM1991V046N01ABEH002732zbMath0746.93010MaRDI QIDQ4000591

Serguei Pergamenchtchikov, Youri M.Kabanov

Publication date: 26 September 1992

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Attainable sets, reachability (93B03)

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