Some maximum principles for stochastic equations

Ivo Vrkoč

Czechoslovak Mathematical Journal (1969)

  • Volume: 19, Issue: 4, page 569-604
  • ISSN: 0011-4642

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Vrkoč, Ivo. "Some maximum principles for stochastic equations." Czechoslovak Mathematical Journal 19.4 (1969): 569-604. <http://eudml.org/doc/12499>.

@article{Vrkoč1969,
author = {Vrkoč, Ivo},
journal = {Czechoslovak Mathematical Journal},
language = {eng},
number = {4},
pages = {569-604},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Some maximum principles for stochastic equations},
url = {http://eudml.org/doc/12499},
volume = {19},
year = {1969},
}

TY - JOUR
AU - Vrkoč, Ivo
TI - Some maximum principles for stochastic equations
JO - Czechoslovak Mathematical Journal
PY - 1969
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 19
IS - 4
SP - 569
EP - 604
LA - eng
UR - http://eudml.org/doc/12499
ER -

References

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  1. I. Vrkoč, Über eine bestimmte Klasse der zufälligen Prozesse mit absorbierenden Barrieren, Čas. pro pěst. mat. 89 (1964), 402-425. (1964) MR0211459
  2. I. Vrkoč, On homogeneous linear differential equations with random perturbations, Czech. Math. J. T 16 (91), 1966, 199-230. (1966) MR0196825
  3. A. Friedman, Partial differential equations of parabolic type, Prentice-Hall, Inc. 1964. (1964) Zbl0144.34903MR0181836
  4. O. A. Ладыженская В. A. Солонников H. H. Уральцева, Линейные и квазилинейные уравнения параболического типа, Издат. Наука, Москва 1967. (1967) Zbl1230.82006
  5. I. Vrkoč, The weak exponential stability and periodic solutions of Ito stochastic equations with small stochastic terms, Czech. Math. J. 18 (93) 1968, 722-752. (1968) MR0237013
  6. E. Б. Дынкин, Марковские процессы, Гос. Изд. Физ.-Мат. Лит. Москва 1963. (1963) Zbl1145.93303
  7. И. И. Гихман А. В. Скороход, Введение в теорию случайных процессов, Изд. Наука, Москва 1965. (1965) Zbl1225.00032
  8. I. Babuška M. Práger E. Vitásek, Numerical Processes in Differential Equations, SNTL, Prague, 1966. (1966) MR0223101
  9. И. И. Гихман A. B. Скороход, Стохастические дифференциальные уравнения, Изд. Наукова Думка, Киев 1968. (1968) Zbl1236.41005
  10. W. Н. Fleming, Some Markovian Optimization Problems. Journal of Mathem, and Mech. Vol. 72, 1963, 131-140. (1963) MR0144088

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