scientific article

zbMATH Open0696.93036MaRDI QIDQ3474551

T. E. Duncan

Publication date: 1989

Title of this publication is not available (Why is that?)

zbMATH Keywords

Brownian motiondiffusion processescompact symmetric spaces

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Existence theories for optimal control problems involving partial differential equations (49J20)

Recommendations

• Some solvable stochastic control problems in noncompact symmetric spaces of rank one 👍 👎
• Solvable stochastic differential games in rank one compact symmetric spaces 👍 👎
• Stochastic Control Problems and Spherical Functions on Symmetric Spaces 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3474551)