On the uniqueness of a solution to the Bellman equation in Sobolev's classes

DOI10.1007/BF00970793zbMath0782.60042MaRDI QIDQ1178912

Remigijus Mikulevičius, H. Pragarauskas

Publication date: 26 June 1992

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesunbounded coefficientsBellman equationsItô processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05)

Cites Work

• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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