AN OPTIMAL CONTROL OF A NON-TERMINATING DIFFUSION PROCESS WITH REFLECTION

[1] ESTIMATES NEAR THE BOUNDARY FOR SOLUTIONS OF ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS SATISFYING GENERAL BOUNDARY CONDITIONS .1. [J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1959, 12 (04) : 623 - 727

[2] Dynkin EB., 2006, THEORY MARKOV PROCES

[3] Eidelman S.D., 1969, PARABOLIC SYSTEMS, P469

[4] FELDBAUM AA, 1959, COMPUTATIONAL METHOD

[5] FLEMIMG WH, 1963, J MATH MECH, V12, P131

[6] DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) : 254 - &

[7] FREIDLIN MI, 1967, DOKL AKAD NAUK SSSR+, V177, P1015

[8] FREIDLIN MI, 1963, THEOR PROBAB APPL, V8, P75

[9] Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027

[10] GIRSANOV IV, 1961, DOKL AKAD NAUK SSSR+, V136, P761

[1] ESTIMATES NEAR THE BOUNDARY FOR SOLUTIONS OF ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS SATISFYING GENERAL BOUNDARY CONDITIONS .1. [J]. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1959, 12 (04) : 623 - 727

[2] Dynkin EB., 2006, THEORY MARKOV PROCES

[3] Eidelman S.D., 1969, PARABOLIC SYSTEMS, P469

[4] FELDBAUM AA, 1959, COMPUTATIONAL METHOD

[5] FLEMIMG WH, 1963, J MATH MECH, V12, P131

[6] DUALITY AND A PRIORI ESTIMATES IN MARKOVIAN OPTIMIZATION PROBLEMS [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1966, 16 (02) : 254 - &

[7] FREIDLIN MI, 1967, DOKL AKAD NAUK SSSR+, V177, P1015

[8] FREIDLIN MI, 1963, THEOR PROBAB APPL, V8, P75

[9] Girsanov I.V., 1960, THEOR PROBAB APPL, V5, P285, DOI DOI 10.1137/1105027

[10] GIRSANOV IV, 1961, DOKL AKAD NAUK SSSR+, V136, P761