Spectral Method for Analysis of Switching Diffusions

DOI10.1109/TAC.2007.900841zbMath1366.35079OpenAlexW2090349958MaRDI QIDQ5282188

I. L. Sotskova, Konstantin A. Rybakov

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.900841

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) General topics in linear spectral theory for PDEs (35P05) Solutions to PDEs in closed form (35C05)

Related Items (1)

Analyzing nonlinear stochastic control systems in the class of generalized characteristic functions

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