ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS
ON CONTROLLED DIFFUSION PROCESSES WITH UNBOUNDED COEFFICIENTS
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DOI：
10.1070/im1982v019n01abeh001410
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发表时间：
1982-02
期刊：
影响因子：
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通讯作者：
N. Krylov
中科院分区：
文献类型：
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作者：
N. Krylov
本文致力于一般理论的控制扩散过程中的一个域的d维空间中的系数在无穷远的增长没有约束。结果表明，最合适的研究对象是被控过程最优停时问题中的支付函数。一个理论类似于理论的控制过程中的整个空间，增长约束的系数，是在自然的假设。书目：16种。
The paper is devoted to the general theory of controlled diffusion processes in a domain of a d-dimensional space in the absence of constraints on the growth of the coefficients at infinity. It turned out that the most suitable object of study is the payoff function in the optimal stopping problem for the controlled process. A theory analogous to the theory of controlled processes in the whole space, with growth constraints on the coefficients, is developed under natural assumptions. Bibliography: 16 titles.