首页   按字顺浏览 期刊浏览 卷期浏览 A note on convergence of parabolic ito equations
A note on convergence of parabolic ito equations

 

作者: D.I. Gatarek,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1988）
卷期: Volume 6, issue 4  

页码: 365-378

 

ISSN:0736-2994

 

年代: 1988

 

DOI:10.1080/07362998808809155

 

出版商: Marcel Dekker, Inc.

 

关键词: Parabolic It˜ Equation;G-Convergence of Parabolic Operators;Optimal Control

 

数据来源: Taylor

 

摘要:

The paper deals with a problem of convergence of solutions of parabolic stochastic ito equations. There are applied Hilbert space methods. There is given an application to an optimal control problem.

 

点击下载:  PDF (308KB)



返 回