AN OPTIMAL CONTROL OF A NON-TERMINATING DIFFUSION PROCESS WITH REFLECTION

被引:12
作者
KOGAN, YA
机构
来源
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1969年 / 14卷 / 03期
关键词
D O I
10.1137/1114063
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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页码:496 / &
相关论文
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LADYZHENSKAYA OA, 1964, LINEAR QUASI LINEAR
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Loeve M., 1960, PROBABILITY THEORY
[14]  
Mandl P., 1964, THEOR PROBAB APPL, V9, P591
[15]  
MANDL P, 1967, 4 T PRAG C INF THEOR, P441
[16]  
MIRANDA K, 1969, PARTIAL DIFFERENTIAL
[17]  
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