On the sojourn times of killed brownian motion
Frank B. Knight (1978)
Séminaire de probabilités de Strasbourg
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Frank B. Knight (1978)
Séminaire de probabilités de Strasbourg
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Tzanko Donchev, Elza Farkhi (2009)
Control and Cybernetics
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Chambers, Ll.G. (1991)
International Journal of Mathematics and Mathematical Sciences
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Davies, Ian M. (2008)
Electronic Journal of Probability [electronic only]
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Donchev, Tzanko, Angelov, Vasil (1997)
International Journal of Mathematics and Mathematical Sciences
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Tzanko Donchev (1998)
Colloquium Mathematicae
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Some properties of differential inclusions with lower semicontinuous right-hand side are considered. Our essential assumption is the one-sided Lipschitz condition introduced in [4]. Using the main idea of [10], we extend the well known relaxation theorem, stating that the solution set of the original problem is dense in the solution set of the relaxed one, under assumptions essentially weaker than those in the literature. Applications in optimal control are given.
Tzanko Donchev (1999)
Rendiconti del Seminario Matematico della Università di Padova
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Nikolaos S. Papageorgiou (1993)
Mathematica Slovaca
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Kreulich, Josef (2002)
Abstract and Applied Analysis
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