| Title:
|
Some maximum principles for stochastic equations (English) |
| Author:
|
Vrkoč, Ivo |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
19 |
| Issue:
|
4 |
| Year:
|
1969 |
| Pages:
|
569-604 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| MSC:
|
60.75 |
| idZBL:
|
Zbl 0205.43902 |
| idMR:
|
MR0250388 |
| DOI:
|
10.21136/CMJ.1969.100926 |
| . |
| Date available:
|
2008-06-09T13:43:55Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/100926 |
| . |
| Reference:
|
[1] I. Vrkoč: Über eine bestimmte Klasse der zufälligen Prozesse mit absorbierenden Barrieren.Čas. pro pěst. mat. 89 (1964), 402-425. MR 0211459 |
| Reference:
|
[2] I. Vrkoč: On homogeneous linear differential equations with random perturbations.Czech. Math. J. T 16 (91), 1966, 199-230. MR 0196825 |
| Reference:
|
[3] A. Friedman: Partial differential equations of parabolic type.Prentice-Hall, Inc. 1964. Zbl 0144.34903, MR 0181836 |
| Reference:
|
[4] O. A. Ладыженская В. A. Солонников H. H. Уральцева: Линейные и квазилинейные уравнения параболического типа.Издат. Наука, Москва 1967. Zbl 1230.82006 |
| Reference:
|
[15] 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. MR 0237013 |
| Reference:
|
[6] E. Б. Дынкин: Марковские процессы.Гос. Изд. Физ.-Мат. Лит. Москва 1963. Zbl 1145.93303 |
| Reference:
|
[7] И. И. Гихман А. В. Скороход: Введение в теорию случайных процессов.Изд. Наука, Москва 1965. Zbl 1225.00032 |
| Reference:
|
[8] I. Babuška M. Práger E. Vitásek: Numerical Processes in Differential Equations.SNTL, Prague, 1966. MR 0223101 |
| Reference:
|
[9] И. И. Гихман A. B. Скороход: Стохастические дифференциальные уравнения.Изд. Наукова Думка, Киев 1968. Zbl 1236.41005 |
| Reference:
|
[10] W. Н. Fleming: Some Markovian Optimization Problems. Journal of Mathem.and Mech. Vol. 72, 1963, 131-140. MR 0144088 |
| . |
