Stationary control of Brownian motion in several dimensions (Q3693415)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary control of Brownian motion in several dimensions |
scientific article |
Statements
Stationary control of Brownian motion in several dimensions (English)
0 references
1985
0 references
maximum principle
0 references
comparison theorems
0 references
multidimensional Brownian motion
0 references
