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On the Optimal Control of One-dimensional Quasi-diffusion Processes

✍ Scribed by Jürgen Groh


Publisher
John Wiley and Sons
Year
1978
Tongue
English
Weight
632 KB
Volume
86
Category
Article
ISSN
0025-584X

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On Absolute Continuity of Feller's One-D
✍ Jürgen Groh 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 500 KB

A class of FELLER'S one-dimensional continuous strong MARKOV processes generated by the generalized second order differential operator D,,,DZ is considered. In the case of natural boundaries of the state space R and an identical road map s(z) = x, these diffusion processes are martingales. In a firs