Geodesic
On the Control of Non-Stopped Diffusion Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 4, pp. 655-669 Cet article a éte moissonné depuis la source Math-Net.Ru

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In Part I of the paper the mean cost for a unit of time arising from a non-terminating diffusion process, denoted by $\Theta$, is defined. One part of the cost originates from the motion inside the interval between two boundaries, the other part originates in the jumps from these boundaries. $\Theta$ is characterised by Theorem I. In Part II it is supposed that the diffusion coefficient and the coefficient of the local shift of the process depend on a control variable. The optimum $\hat\Theta$ of realizable mean costs may be determined by means of Theorem 2. 
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     author = {Petr Mandl},
     title = {On the {Control} of {Non-Stopped} {Diffusion} {Processes}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {655--669},
     year = {1964},
     volume = {9},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1964_9_4_a5/}
}
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Petr Mandl. On the Control of Non-Stopped Diffusion Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 9 (1964) no. 4, pp. 655-669. http://geodesic.mathdoc.fr/item/TVP_1964_9_4_a5/