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Vrkoč, I.

Some maximum principles for stochastic equations. (English) Zbl 0205.43902

Czech. Math. J. 19(94), 569-604 (1969).
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scan of Zbl 0205.43902

Cited in 3 Documents

MSC:

60H05 Stochastic integrals
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Full Text: DOI EuDML

References:

[1] I. Vrkoč: Über eine bestimmte Klasse der zufälligen Prozesse mit absorbierenden Barrieren. Čas. pro pěst. mat. 89 (1964), 402-425. · Zbl 0134.34903
[2] I. Vrkoč: On homogeneous linear differential equations with random perturbations. Czech. Math. J. T 16 (91), 1966, 199-230. · Zbl 0139.34301
[3] A. Friedman: Partial differential equations of parabolic type. Prentice-Hall, Inc. 1964. · Zbl 0144.34903
[4] О. А. Ладыженская В. А. Солонников Н. Н. Уральцева: Линейные и квазилинейные уравнения параболического типа. Издат. Наука, Москва 1967. · Zbl 1230.82006 · doi:10.1143/JPSJ.22.1362
[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. · Zbl 0174.49101
[6] Є. Б. Дынкин: Марковские процессы. Гос. Изд. Физ.-Мат. Лит. Москва 1963. · Zbl 1145.93303
[7] И. И. Гихман А. В. Скороход: Введение в теорию случайных процессов. Изд. Наука, Москва 1965. · Zbl 1225.00032 · doi:10.1126/science.148.3669.473
[8] I. Babuška M. Práger E. Vitásek: Numerical Processes in Differential Equations. SNTL, Prague, 1966. · Zbl 0156.16003
[9] И. И. Гихман А. В. Скороход: Стохастические дифференциальные уравнения. Изд. Наукова Думка, Киев 1968. · Zbl 1236.41005
[10] W. H. Fleming: Some Markovian Optimization Problems. Journal of Mathem. and Mech. Vol. 72, 1963, 131-140. · Zbl 0128.37902
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