Controlled diffusion processes on infinite horizon with the overtaking criterion

1988 ◽  
Vol 17 (1) ◽  
pp. 61-78 ◽  
Author(s):  
Arie Leizarowitz
Keyword(s):  
Diffusion Processes ◽  
Infinite Horizon ◽  
Controlled Diffusion ◽  
Overtaking Criterion ◽  
Controlled Diffusion Processes

On Krylov’s estimates for optional semimartingales

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
M. Abdelghani ◽  
A. Melnikov ◽  
A. Pak
Keyword(s):  
Sobolev Space ◽  
Measurable Function ◽  
Diffusion Processes ◽  
Stochastic Integrals ◽  
Controlled Diffusion ◽  
Convergence Of Solutions ◽  
Change Of Variables ◽  
General Class Of Functions ◽  
Class Of Functions ◽  
Controlled Diffusion Processes

Abstract The estimates of N. V. Krylov for distributions of stochastic integrals by means of the L d {L_{d}} -norm of a measurable function are well-known and are widely used in the theory of stochastic differential equations and controlled diffusion processes. We generalize estimates of this type for optional semimartingales, then apply these estimates to prove the change of variables formula for a general class of functions from the Sobolev space W d 2 {W^{2}_{d}} . We also show how to use these estimates for the investigation of L 2 {L^{2}} -convergence of solutions of optional SDE’s.

2 D amorphous frameworks of NiMoO4 for supercapacitors: defining the role of surface and bulk controlled diffusion processes

2015 ◽  
Vol 326 ◽  
pp. 39-47 ◽  
Author(s):  
Amrutha Ajay ◽  
Anjali Paravannoor ◽  
Jickson Joseph ◽  
Amruthalakshmi V ◽  
Anoop SS ◽  
...  
Keyword(s):  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes

Generalized Landauer equation: Absorption-controlled diffusion processes

1999 ◽  
Vol 59 (5) ◽  
pp. 6180-6183 ◽  
Author(s):  
Salvador Godoy ◽  
L. S. García-Colín ◽  
Victor Micenmacher
Keyword(s):  
Diffusion Processes ◽  
Controlled Diffusion ◽  
Controlled Diffusion Processes
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