Traditional proof of Bellman's equation for controlled diffusion processes

1981 ◽  
Vol 21 (1) ◽  
pp. 23-29 ◽  
Author(s):  
N. Krylov
Keyword(s):  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Bellman's Equation ◽  
Controlled Diffusion Processes ◽  
Traditional Proof ◽  
Bellman’S Equation

On Krylov’s estimates for optional semimartingales

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
M. Abdelghani ◽  
A. Melnikov ◽  
A. Pak
Keyword(s):  
Sobolev Space ◽  
Measurable Function ◽  
Diffusion Processes ◽  
Stochastic Integrals ◽  
Controlled Diffusion ◽  
Convergence Of Solutions ◽  
Change Of Variables ◽  
General Class Of Functions ◽  
Class Of Functions ◽  
Controlled Diffusion Processes

Abstract The estimates of N. V. Krylov for distributions of stochastic integrals by means of the L d {L_{d}} -norm of a measurable function are well-known and are widely used in the theory of stochastic differential equations and controlled diffusion processes. We generalize estimates of this type for optional semimartingales, then apply these estimates to prove the change of variables formula for a general class of functions from the Sobolev space W d 2 {W^{2}_{d}} . We also show how to use these estimates for the investigation of L 2 {L^{2}} -convergence of solutions of optional SDE’s.

scholarly journals On time-inhomogeneous controlled diffusion processes in domains

2007 ◽  
Vol 35 (1) ◽  
pp. 206-227 ◽  
Author(s):  
Hongjie Dong ◽  
N. V. Krylov
Keyword(s):  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes

2 D amorphous frameworks of NiMoO4 for supercapacitors: defining the role of surface and bulk controlled diffusion processes

2015 ◽  
Vol 326 ◽  
pp. 39-47 ◽  
Author(s):  
Amrutha Ajay ◽  
Anjali Paravannoor ◽  
Jickson Joseph ◽  
Amruthalakshmi V ◽  
Anoop SS ◽  
...  
Keyword(s):  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes

A remark on one-dimensional controlled diffusion processes

Stochastics ◽  
1986 ◽  
Vol 18 (1) ◽  
pp. 73-81 ◽  
Author(s):  
J.M. Coron ◽  
P.L. Lions
Keyword(s):  
Diffusion Processes ◽  
One Dimensional ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes

Generalized Landauer equation: Absorption-controlled diffusion processes

1999 ◽  
Vol 59 (5) ◽  
pp. 6180-6183 ◽  
Author(s):  
Salvador Godoy ◽  
L. S. García-Colín ◽  
Victor Micenmacher
Keyword(s):  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes

On Controlled Diffusion Processes in a Bounded Domain

1996 ◽  
Vol 40 (3) ◽  
pp. 533-538
Author(s):  
L. A. Aliushina
Keyword(s):  
Bounded Domain ◽  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes
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