The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process

DOI10.1016/0022-0396(69)90013-8zbMath0181.44305OpenAlexW2071779114MaRDI QIDQ2534957

Harold J. Kushner

Publication date: 1969

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(69)90013-8

zbMATH Keywords

probability theory

Related Items (8)

A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Properties of the Emden-Fowler equation under stochastic disturbances that depend on parameters ⋮ Stationary probability measures for linear differential equations driven by white noise ⋮ Stability and existence of diffusions with discontinuous or rapidly growing drift terms ⋮ Approximations to and local properties of diffusions with discontinuous controls ⋮ Expansions in nearly linear stochastic dynamical problems ⋮ Ergodic expansions in small noise problems ⋮ Perturbed linear stochastic dynamical systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stability by Liapunov's direct method. With applications
• Liapunov criteria for weak stochastic stability
• A Liapunov method for the estimation of statistical averages
• On the Stabilization of Linear Systems
• On Equations of Brownian Motion
• Finite regular invariant measures for Feller processes
• Optimal Discounted Stochastic Control for Diffusion Processes
• Asymptotic Properties of Markoff Transition Probabilities

This page was built for publication: The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process