Stochastic Control Problems and Spherical Functions on Symmetric Spaces

DOI10.2307/2154804zbMath0839.93077OpenAlexW2004657837MaRDI QIDQ4846105

Tyrone E. Duncan, Harald Upmeier

Publication date: 23 June 1996

Full work available at URL: https://doi.org/10.2307/2154804

zbMATH Keywords

optimal controlspherical functionsLaplace-Beltrami operatorroot systemssymmetric coneRiccati differential equationRiemannian symmetric spacesJordan triple structures

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes and stochastic analysis on manifolds (58J65) Differential geometry of symmetric spaces (53C35) Harmonic analysis and spherical functions (43A90) Elliptic integrals as hypergeometric functions (33C75)

Related Items

Solvable stochastic differential games in rank one compact symmetric spaces

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