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Strong solutions and optimal control for stochastic differential equations in duals of nuclear spaces
作者: Situ Rong
DOI:
10.1007/BFB0004446
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参考文章
(16)
1.
Situ Rong,
NON-CONVEX STOCHASTIC OPTIMAL CONTROL AND MAXIMUM PRINCIPLE
IFAC Proceedings Volumes.
,vol. 16, pp. 401- 407 ,(1983) ,
10.1016/S1474-6670(17)62308-5
2.
G. Kallianpur, Robert L. Wolpert,
Weak convergence of stochastic neuronal models
Proceedings of a workshop on Stochastic methods in biology.
pp. 116- 145 ,(1987) ,
10.1007/978-3-642-46599-4_9
3.
Hiroshi Tanaka, Masuyuki Hitsuda,
Central limit theorem for a simple diffusion model of interacting particles
Hiroshima Mathematical Journal.
,vol. 11, pp. 415- 423 ,(1981) ,
10.32917/HMJ/1206134109
4.
Tadahisa Funaki,
Random motion of strings and related stochastic evolution equations
Nagoya Mathematical Journal.
,vol. 89, pp. 129- 193 ,(1983) ,
10.1017/S0027763000020298
5.
Rafail Khasminskii,
Stochastic Stability of Differential Equations
,(1980)
6.
R. Sh. Lipt︠s︡er, Alʹbert Nikolaevich Shiri︠a︡ev,
Statistics of random processes
,(1977)
7.
G. Kallianpur, I. Mitoma, R. L. Wolpert,
Diffusion equations in duals of nuclear spaces
Stochastics and Stochastics Reports.
,vol. 29, pp. 285- 329 ,(1988) ,
10.1080/17442509008833618
8.
Robert J. Elliott, Kohlmann Michael,
The variational principle and stochastic optimal control
Stochastics.
,vol. 3, pp. 229- 241 ,(1980) ,
10.1080/17442508008833147
9.
G. Kallianpur, V. Perez-Abreu,
Stochastic evolution equations driven by nuclear-space-valued martingales
Applied Mathematics and Optimization.
,vol. 17, pp. 237- 272 ,(1988) ,
10.1007/BF01448369
10.
G. B. Kallianpur,
Stochastic differential equations and diffusion processes
,(1981)
来源期刊
Springer Berlin Heidelberg
1991 年,
Volume: , Issue: ,
Page: 144-153
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