On continuous control dependence of solutions of stochastic equations with monotone coefficients

DOI10.1007/BF01098485zbMath0724.60068MaRDI QIDQ757998

M. A. Karabash

Publication date: 1991

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsmonotonicity conditioncontrol strategiesmonotone coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cites Work

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