Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 1, pp. 147-151
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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/
@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},
year = {1976},
volume = {21},
number = {1},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1976_21_1_a12/
%G ru
%F TVP_1976_21_1_a12
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).
