Stochastic Control Problems and Spherical Functions on Symmetric Spaces

DOI10.2307/2154804zbMath0839.93077MaRDI QIDQ4846105

Tyrone E. Duncan, Harald Upmeier

Publication date: 23 June 1996

Full work available at URL: https://doi.org/10.2307/2154804

zbMATH Keywords

optimal control; spherical functions; Laplace-Beltrami operator; root systems; symmetric cone; Riccati differential equation; Riemannian symmetric spaces; Jordan triple structures

Mathematics Subject Classification ID

93E20: Optimal stochastic control

58J65: Diffusion processes and stochastic analysis on manifolds

53C35: Differential geometry of symmetric spaces

43A90: Harmonic analysis and spherical functions

33C75: Elliptic integrals as hypergeometric functions

Cites Work

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