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On the stochastic maximum principle with “average” constraints

✍ Scribed by Harold J Kushner

Publisher: Elsevier Science
Year: 1965
Tongue: English
Weight: 688 KB
Volume: 12
Category: Article
ISSN: 0022-247X
DOI: 10.1016/0022-247x(65)90050-8

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## Abstract In this paper, we consider anisotropic diffusion with decay, which takes the form α(**x**)__c__(**x**)−div[𝔻(**x**)grad[__c__(**x**)]]=__f__(**x**) with decay coefficient α(**x**)⩾0, and diffusivity coefficient 𝔻(**x**) to be a second‐order symmetric and positive‐definite tensor. It is