Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems
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Publication:5896759
DOI10.1007/BF02673628zbMath0978.60501OpenAlexW2022952651MaRDI QIDQ5896759
Publication date: 1997
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02673628
Optimal stochastic control (93E20) Diffusion processes (60J60) Local time and additive functionals (60J55)
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