Invariance of stochastic diffusion systems

DOI10.1134/S106456241705009XzbMath1378.93114MaRDI QIDQ679999

Juan-Miguel Gracia

Publication date: 22 January 2018

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

controllable stochastic diffusion system; endpoint cost criterion

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C10: Nonlinear systems in control theory

93E03: Stochastic systems in control theory (general)