On continuous control dependence of solutions of stochastic equations with monotone coefficients

DOI10.1007/BF01098485MaRDI QIDQ757998zbMATH OpenFDO

Authors M. A. Karabash

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsmonotone coefficientsmonotonicity conditioncontrol strategies

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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