Invariance of stochastic diffusion systems

DOI10.1134/S106456241705009XzbMath1378.93114OpenAlexW2766813839MaRDI QIDQ679999

Juan-Miguel Gracia

Publication date: 22 January 2018

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106456241705009x

zbMATH Keywords

controllable stochastic diffusion systemendpoint cost criterion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Terminal invariance of stochastic diffusion systems ⋮ Terminal invariance of quasi-linear stochastic diffusion systems that are nonlinear in control variable ⋮ Sufficient conditions for terminal invariance of stochastic jump diffusion systems ⋮ Terminal invariance of jump diffusions

Cites Work

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