Pontryagin equations for non-linear dynamic systems with random structure.

DOI10.1016/S0362-546X(01)00285-1zbMath1042.60515OpenAlexW2083866454MaRDI QIDQ1875172

Valeri Ya. Kontorovitch

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00285-1

zbMATH Keywords

Fokker-Planck equationfinite-state hidden Markov model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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