Construction of branching diffusion processes and their optimal stochastic control

1981 ◽  
Vol 7 (1) ◽  
pp. 11-33 ◽  
Author(s):  
S. Ustunel
Keyword(s):  
Stochastic Control ◽  
Diffusion Processes ◽  
Optimal Stochastic Control ◽  
Branching Diffusion

Residence times of branching diffusion processes

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Vol 94 (1) ◽  
Author(s):  
E. Dumonteil ◽  
A. Mazzolo
Keyword(s):  
Diffusion Processes ◽  
Residence Times ◽  
Branching Diffusion

scholarly journals Asymptotic behavior of branching diffusion processes in periodic media

2020 ◽  
Vol 25 (0) ◽  
Author(s):  
Pratima Hebbar ◽  
Leonid Koralov ◽  
James Nolen
Keyword(s):  
Asymptotic Behavior ◽  
Diffusion Processes ◽  
Periodic Media ◽  
Branching Diffusion

An Introductory Approach to Duality in Optimal Stochastic Control

SIAM Review ◽  
1978 ◽  
Vol 20 (1) ◽  
pp. 62-78 ◽  
Author(s):  
Jean-Michel Bismut
Keyword(s):  
Stochastic Control ◽  
Optimal Stochastic Control
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