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A PDE approach to asymptotic estimates for optimal exit probabilities

  • Control Theory
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Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 69))

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References

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Authors and Affiliations

  1. Lefschetz Center for Dynamical Systems Division of Applied Mathematics, Brown University, 02912, Providence, RI

    Wendell H. Fleming & Panagiotis E. Souganidis

Authors
  1. Wendell H. Fleming
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  2. Panagiotis E. Souganidis
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Editor information

M. Metivier E. Pardoux

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© 1985 Springer-Verlag

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Fleming, W.H., Souganidis, P.E. (1985). A PDE approach to asymptotic estimates for optimal exit probabilities. In: Metivier, M., Pardoux, E. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 69. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0005083

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  • DOI: https://doi.org/10.1007/BFb0005083

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15176-0

  • Online ISBN: 978-3-540-39253-8

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