On Optimal Control of a Non-Terminating Diffusion Process with Reflection
- 1 January 1969
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 14 (3), 496-502
- https://doi.org/10.1137/1114063
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Markov ProcessesPublished by Springer Nature ,1965
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- Diffusion Processes with Reflection and Problems with a Directional Derivative on a Manifold with a BoundaryTheory of Probability and Its Applications, 1963
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960
- Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions. ICommunications on Pure and Applied Mathematics, 1959