Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems

DOI10.1007/BF02673628zbMath0999.60501OpenAlexW2022952651MaRDI QIDQ5915400

Nikolai G. Dokuchaev

Publication date: 24 August 2000

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02673628

zbMATH Keywords

stochastic control problemlocal occupation timeparabolic equation with the generalized coefficients

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

• Occupation densities
• Brownian local time
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