Some maximum principles for stochastic equations
Czechoslovak Mathematical Journal, Tome 19 (1969) no. 4, pp. 569-604
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

DOI : 10.21136/CMJ.1969.100926
Classification : 60.75
@article{10_21136_CMJ_1969_100926,
     author = {Vrko\v{c}, Ivo},
     title = {Some maximum principles for stochastic equations},
     journal = {Czechoslovak Mathematical Journal},
     pages = {569--604},
     year = {1969},
     volume = {19},
     number = {4},
     doi = {10.21136/CMJ.1969.100926},
     mrnumber = {0250388},
     zbl = {0205.43902},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1969.100926/}
}
TY  - JOUR
AU  - Vrkoč, Ivo
TI  - Some maximum principles for stochastic equations
JO  - Czechoslovak Mathematical Journal
PY  - 1969
SP  - 569
EP  - 604
VL  - 19
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1969.100926/
DO  - 10.21136/CMJ.1969.100926
LA  - en
ID  - 10_21136_CMJ_1969_100926
ER  - 
%0 Journal Article
%A Vrkoč, Ivo
%T Some maximum principles for stochastic equations
%J Czechoslovak Mathematical Journal
%D 1969
%P 569-604
%V 19
%N 4
%U http://geodesic.mathdoc.fr/articles/10.21136/CMJ.1969.100926/
%R 10.21136/CMJ.1969.100926
%G en
%F 10_21136_CMJ_1969_100926
Vrkoč, Ivo. Some maximum principles for stochastic equations. Czechoslovak Mathematical Journal, Tome 19 (1969) no. 4, pp. 569-604. doi: 10.21136/CMJ.1969.100926

[1] I. Vrkoč: Über eine bestimmte Klasse der zufälligen Prozesse mit absorbierenden Barrieren. Čas. pro pěst. mat. 89 (1964), 402-425. | MR

[2] I. Vrkoč: On homogeneous linear differential equations with random perturbations. Czech. Math. J. T 16 (91), 1966, 199-230. | MR

[3] A. Friedman: Partial differential equations of parabolic type. Prentice-Hall, Inc. 1964. | MR | Zbl

[4] O. A. Ладыженская В. A. Солонников H. H. Уральцева: Линейные и квазилинейные уравнения параболического типа. Издат. Наука, Москва 1967. | Zbl

[15] I. Vrkoč: The weak exponential stability and periodic solutions of Ito stochastic equations with small stochastic terms. Czech. Math. J. 18 (93) 1968, 722-752. | MR

[6] E. Б. Дынкин: Марковские процессы. Гос. Изд. Физ.-Мат. Лит. Москва 1963. | Zbl

[7] И. И. Гихман А. В. Скороход: Введение в теорию случайных процессов. Изд. Наука, Москва 1965. | Zbl

[8] I. Babuška M. Práger E. Vitásek: Numerical Processes in Differential Equations. SNTL, Prague, 1966. | MR

[9] И. И. Гихман A. B. Скороход: Стохастические дифференциальные уравнения. Изд. Наукова Думка, Киев 1968. | Zbl

[10] W. Н. Fleming: Some Markovian Optimization Problems. Journal of Mathem. and Mech. Vol. 72, 1963, 131-140. | MR

Cité par Sources :