scientific article; zbMATH DE number 3592713

MaRDI QIDQ4162249zbMATHFDO

Authors Henrikas Pragarauskas, Svetlana Anulova

Publication date 1977

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)

• Limit transition in general degenerate Bellman equations. I
• On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
• On degenerate stochastic equations of Itô type with jumps
• Uniqueness of the solution of Bellman's equation in the case of general controlled processes
• On uniqueness of solutions of the martingale problem
• On parabolic inequalities for generators of diffusions with jumps
• Optimal Markov strategies for controlled Ito processes
• scientific article; zbMATH DE number 7596554 (Why is no real title available?)
• Stochastic equations with time-dependent drift driven by Lévy processes
• Passage to the limit in general degenerate Bellman equations. II
• 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
• Existence and uniqueness of solutions of the martingale problem on branched manifolds
• Bellman's equation for uniformly nondegenerate stochastic processes
• scientific article; zbMATH DE number 6841152 (Why is no real title available?)
• On the uniqueness of a solution to the Bellman equation in Sobolev's classes
• Limit theorems for a random walk in a random environment
• A note on 𝐿₂-estimates for stable integrals with drift
• Control of the solution of a stochastic equation with discontinuous trajectories

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 Q4162249)