On time-inhomogeneous controlled diffusion processes in domains

• 成果类型: Article
• 署名作者: Dong, Hongjie; Krylov, N. V.
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117906000000395
• 发表日期: 2007
• 页码: 206-227
• 关键词: equations

摘要

Time-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman's principle and its applications to proving the continuity of value functions are investigated.