The Kolmogorov equation with time-measurable coefficients.
Electronic Journal of Differential Equations (EJDE) [electronic only] (2003)
- Volume: 2003, page Paper No. 77, 14 p., electronic only-Paper No. 77, 14 p., electronic only
- ISSN: 1072-6691
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topKovats, Jay. "The Kolmogorov equation with time-measurable coefficients.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2003 (2003): Paper No. 77, 14 p., electronic only-Paper No. 77, 14 p., electronic only. <http://eudml.org/doc/123807>.
@article{Kovats2003,
author = {Kovats, Jay},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {Diffusion processes; backward Kolmogorov equation; Bellman equation},
language = {eng},
pages = {Paper No. 77, 14 p., electronic only-Paper No. 77, 14 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {The Kolmogorov equation with time-measurable coefficients.},
url = {http://eudml.org/doc/123807},
volume = {2003},
year = {2003},
}
TY - JOUR
AU - Kovats, Jay
TI - The Kolmogorov equation with time-measurable coefficients.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2003
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2003
SP - Paper No. 77, 14 p., electronic only
EP - Paper No. 77, 14 p., electronic only
LA - eng
KW - Diffusion processes; backward Kolmogorov equation; Bellman equation
UR - http://eudml.org/doc/123807
ER -
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