Geodesic
An example of a~one-dimensional controlled process
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 147-151

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

This paper presents an example of an one-dimensional controlled process. It is shown that the value function $v(x)$ does not have bounded second derivative if $\lambda$ does not satisfy condition (2). 
@article{TVP_1976_21_1_a12,
     author = {I. L. Genis and N. V. Krylov},
     title = {An example of a~one-dimensional controlled process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {147--151},
     publisher = {mathdoc},
     volume = {21},
     number = {1},
     year = {1976},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a12/}
}
TY  - JOUR
AU  - I. L. Genis
AU  - N. V. Krylov
TI  - An example of a~one-dimensional controlled process
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1976
SP  - 147
EP  - 151
VL  - 21
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a12/
LA  - ru
ID  - TVP_1976_21_1_a12
ER  - 
%0 Journal Article
%A I. L. Genis
%A N. V. Krylov
%T An example of a~one-dimensional controlled process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1976
%P 147-151
%V 21
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a12/
%G ru
%F TVP_1976_21_1_a12
I. L. Genis; N. V. Krylov. An example of a~one-dimensional controlled process. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 147-151. http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a12/