Skip to main content

Applications de la theorie du potentiel a des problemes de controle

Part of the Lecture Notes in Mathematics book series (LNM,volume 681)

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   46.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. BENSOUSSAN A. et FRIEDMAN A. Non linear variational inequalities and differential games with stopping times. J.funct. Anal., 16, 305–352. (1974)

    CrossRef  MathSciNet  MATH  Google Scholar 

  2. BISMUT J.M. Processus alternants et applications. A paraître.

    Google Scholar 

  3. BISMUT J.M. Sur un problème de Dynkyn. Z. Wahrscheinlichkeitstheorie verw. Gebiete, 39, 31–53 (1977)

    CrossRef  MathSciNet  MATH  Google Scholar 

  4. MERTENS J.F. Théorie des processus stochastiques généraux. Applications aux surmartingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete, 22, 45–68 (1972)

    CrossRef  MathSciNet  MATH  Google Scholar 

  5. MEYER P.A. Le schéma de remplissage en temps continu d’aprèsH.Rost. Séminaire de Probabilités noVI, Lecture Notes in Mathématics no258, 130–150. Berlin-Heidelberg-New-York: Springer 1972.

    Google Scholar 

  6. MOKOBODZKI G. Exposé figurant dans ce volume

    Google Scholar 

  7. ROST H. The stopping distribution of Markov process. Inventiones Inventiones Math., 14, 1–16 (1971).

    CrossRef  MathSciNet  MATH  Google Scholar 

  8. STROOCK D.W. and VARADHAN S.R.S. Diffusion processes with continuous coefficients. Comm. Pure and Applied Math., XXII, 345–400, 475–530 (1969).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1978 Springer-Verlag

About this paper

Cite this paper

Bismut, JM. (1978). Applications de la theorie du potentiel a des problemes de controle. In: Hirsch, F., Mokobodzki, G. (eds) Séminaire de Théorie du Potentiel Paris, No. 3. Lecture Notes in Mathematics, vol 681. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0065865

Download citation

  • DOI: https://doi.org/10.1007/BFb0065865

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08947-6

  • Online ISBN: 978-3-540-35712-4

  • eBook Packages: Springer Book Archive