Control of diffusion processes in ${\bf R}\sp d$ and Bellman equation with degeneration
Fujisaki, Masatoshi
Osaka J. Math., Tome 23 (1986) no. 1, p. 117-149 / Harvested from Project Euclid
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Publié le : 1986-05-15
Classification:  60H15,  49E20,  93E20 
@article{1200779004,
     author = {Fujisaki, Masatoshi},
     title = {Control of diffusion processes in ${\bf R}\sp d$ and Bellman equation with degeneration},
     journal = {Osaka J. Math.},
     volume = {23},
     number = {1},
     year = {1986},
     pages = { 117-149},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1200779004}
}

Fujisaki, Masatoshi. Control of diffusion processes in ${\bf R}\sp d$ and Bellman equation with degeneration. Osaka J. Math., Tome 23 (1986) no. 1, pp.  117-149. http://gdmltest.u-ga.fr/item/1200779004/