Construction of branching diffusion processes and their optimal stochastic control
From MaRDI portal
Publication:755484
DOI10.1007/BF01442107zbMath0417.93040OpenAlexW2080242118MaRDI QIDQ755484
Publication date: 1981
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01442107
Related Items (4)
Mean field games with branching ⋮ A stochastic target problem for branching diffusion processes ⋮ Optimal control of branching diffusion processes: a finite horizon problem ⋮ Some applications of stochastic integration in infinite dimensions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Branching Markov processes. I
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- On degenerate elliptic-parabolic operators of second order and their associated diffusions
- Survey of Measurable Selection Theorems
- Diffusion processes with continuous coefficients, I
- Diffusion processes with boundary conditions
This page was built for publication: Construction of branching diffusion processes and their optimal stochastic control
