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Publication:3776321
zbMath0636.60056MaRDI QIDQ3776321
Francis Hirsch, Nicolas Bouleau
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ornstein-Uhlenbeck operatorDirichlet space methodsflow of a stochastic differential equationquasi-continuous versions of the solution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Variational methods applied to PDEs (35A15) Probabilistic potential theory (60J45)
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Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces) ⋮ An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients ⋮ On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients ⋮ Optimality necessary conditions in singular stochastic control problems with nonsmooth data ⋮ Projection of the infinitesimal generator of a diffusion
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