Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
type: Item
instance of: scholarly article
title: Mimicking finite dimensional marginals of a controlled diffusion by simpler controls
zbMATH Open document ID: 0669.60057
DOI: 10.1016/0304-4149(89)90097-5
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: It is proved that the finite-dimensional marginal distribution of a controlled nondegenerate diffusion at a prescribed set of time instants can also be attained by using a control from a much smaller class of controls called ``nearly Markov controls''.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 4096513
zbMATH Keywords: relaxed control
zbMATH Keywords: finite-dimensional marginal distribution
zbMATH Keywords: nearly Markov controls
author: Vivek Borkar
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90097-5
OpenAlex ID: W2024779760
Wikidata QID: Q126422853
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description: scientific article; zbMATH DE number 4096513