Stability and existence of diffusions with discontinuous or rapidly growing drift terms

DOI10.1016/0022-0396(72)90086-1zbMath0231.60068OpenAlexW2027536554MaRDI QIDQ2550586

Harold J. Kushner

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1016/0022-0396(72)90086-1

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites Work

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• The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process
• Approximations to and local properties of diffusions with discontinuous controls
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Finite regular invariant measures for Feller processes
• Optimal Discounted Stochastic Control for Diffusion Processes
• A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
• Asymptotic Properties of Markoff Transition Probabilities

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