Stochastic Control Problems and Spherical Functions on Symmetric Spaces
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Publication:4846105
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
optimal controlspherical functionsLaplace-Beltrami operatorroot systemssymmetric coneRiccati differential equationRiemannian symmetric spacesJordan triple structures
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)
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