Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 44-58
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S. V. Anulova. On the control of Brownian motion in a half-plane with an. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 44-58. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a3/
@article{TVP_1980_25_1_a3,
author = {S. V. Anulova},
title = {On the control of {Brownian} motion in a half-plane with an},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {44--58},
year = {1980},
volume = {25},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a3/}
}
TY - JOUR
AU - S. V. Anulova
TI - On the control of Brownian motion in a half-plane with an
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1980
SP - 44
EP - 58
VL - 25
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a3/
LA - ru
ID - TVP_1980_25_1_a3
ER -
%0 Journal Article
%A S. V. Anulova
%T On the control of Brownian motion in a half-plane with an
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 44-58
%V 25
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a3/
%G ru
%F TVP_1980_25_1_a3
We consider a control problem for a Brownian motion in a halfplane with an oblique reflection on the boundary. The problem is analysed in a manner similar to that of N. V. Krylov. The reward function is identified with the solution of a corresponding partial differential equation with boundary conditions.
