scientific article; zbMATH DE number 3592713
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Publication:4162249
zbMATH Open0381.60053MaRDI QIDQ4162249FDOQ4162249
Authors: Henrikas Pragarauskas, Svetlana Anulova
Publication date: 1977
Title of this publication is not available (Why is that?)
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (20)
- On parabolic inequalities for generators of diffusions with jumps
- On degenerate stochastic equations of Itô type with jumps
- Stochastic equations with time-dependent drift driven by Lévy processes
- Title not available (Why is that?)
- On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
- Control of the solution of a stochastic equation with discontinuous trajectories
- On uniqueness of solutions of the martingale problem
- Title not available (Why is that?)
- Existence and uniqueness of solutions of the martingale problem on branched manifolds
- Optimal Markov strategies for controlled Ito processes
- 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 the uniqueness of a solution to the Bellman equation in Sobolev's classes
- Limit transition in general degenerate Bellman equations. I
- Uniqueness of the solution of Bellman's equation in the case of general controlled processes
- Bellman's equation for uniformly nondegenerate stochastic processes
- Limit theorems for a random walk in a random environment
- A note on 𝐿₂-estimates for stable integrals with drift
- Passage to the limit in general degenerate Bellman equations. II
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