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Stationary control of Brownian motion in several dimensions - MaRDI portal

Stationary control of Brownian motion in several dimensions (Q3693415)

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scientific article
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English
Stationary control of Brownian motion in several dimensions
scientific article

    Statements

    title
    Stationary control of Brownian motion in several dimensions (English)
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    author
    R. Mitchell Cox
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    Ioannis Karatzas
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    publication date
    1985
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    zbMATH Keywords
    maximum principle
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    comparison theorems
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    multidimensional Brownian motion
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    Identifiers

    DOI
    10.2307/1427119
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    Mathematics Subject Classification ID
    93E20
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    49K45
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    60J65
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    zbMATH DE Number
    3918243
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    OpenAlex ID
    W4254917546
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