论文信息 - Stability and existence of diffusions with discontinuous or rapidly growing drift terms - 字舞流文

Stability and existence of diffusions with discontinuous or rapidly growing drift terms

Harold J. Kushner | H. Kushner

[1] Raymond Rishel. Weak Solutions of a Partial Differential Equation of Dynamic Programming , 1971 .

[2] V. Benes. Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems , 1970 .

[3] H. Kushner. The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion processes , 1969 .

[4] M. Zakai. A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise , 1969 .

[5] V. Benes,et al. Finite regular invariant measures for Feller processes , 1968, Journal of Applied Probability.

[6] I. V. Girsanov. On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures , 1960 .

[7] R. Khas'minskii. Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations , 1960 .

[8] W. D. Evans,et al. PARTIAL DIFFERENTIAL EQUATIONS , 1941 .