On control of diffusion processes on a surface in Euclidean space
Sbornik. Mathematics, Tome 65 (1990) no. 1, pp. 185-203

Voir la notice de l'article provenant de la source Math-Net.Ru

Controlled diffusion processes that begin on some hypersurface and stay on it always are considered in Euclidean space. Such a situation includes controlled diffusion processes in the whole space. The results thus make sense for this case, and it turns out that even then they are stronger in many respects than previously known results. Another new element here is differentiation in the space of strategies, implemented by introducing auxiliary parameters. Bibliography: 6 titles.
@article{SM_1990_65_1_a9,
     author = {N. V. Krylov},
     title = {On control of diffusion processes on a surface in {Euclidean} space},
     journal = {Sbornik. Mathematics},
     pages = {185--203},
     publisher = {mathdoc},
     volume = {65},
     number = {1},
     year = {1990},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1990_65_1_a9/}
}
TY  - JOUR
AU  - N. V. Krylov
TI  - On control of diffusion processes on a surface in Euclidean space
JO  - Sbornik. Mathematics
PY  - 1990
SP  - 185
EP  - 203
VL  - 65
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SM_1990_65_1_a9/
LA  - en
ID  - SM_1990_65_1_a9
ER  - 
%0 Journal Article
%A N. V. Krylov
%T On control of diffusion processes on a surface in Euclidean space
%J Sbornik. Mathematics
%D 1990
%P 185-203
%V 65
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SM_1990_65_1_a9/
%G en
%F SM_1990_65_1_a9
N. V. Krylov. On control of diffusion processes on a surface in Euclidean space. Sbornik. Mathematics, Tome 65 (1990) no. 1, pp. 185-203. http://geodesic.mathdoc.fr/item/SM_1990_65_1_a9/