SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN

• 28 February 1990
• journal article
• Published by Steklov Mathematical Institute in Mathematics of the USSR-Izvestiya
• Vol. 34  (1) , 65-95
• https://doi.org/10.1070/im1990v034n01abeh000603

Abstract

Keywords

• DIFFUSION PROCESS
• CONTROLLED DIFFUSION
• SMOOTHNESS
• VALUE FUNCTION
• DOMAIN