scientific article; zbMATH DE number 3592713

zbMATH Open0381.60053MaRDI QIDQ4162249FDOQ4162249

Authors: Henrikas Pragarauskas, Svetlana Anulova 

Publication date: 1977

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

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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