RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Subscription
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Izv. RAN. Ser. Mat.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Izv. Akad. Nauk SSSR Ser. Mat., 1989, Volume 53, Issue 1, Pages 66–96 (Mi izv1162)  

This article is cited in 6 scientific papers (total in 6 papers)

Smoothness of the value function for a controlled diffusion process in a domain

N. V. Krylov


Abstract: The author gives conditions on the behavior of a controlled diffusion process within and on the boundary of a domain that are sufficient for the value function to have two bounded generalized derivatives and to satisfy the Bellman equation. These conditions are almost necessary even for uncontrolled diffusion processes, and at the same time they encompass, for example, the heat equation in a disc and the Monge-Ampère equation in a convex domain.
Bibliography: 24 titles.

Full text: PDF file (3476 kB)
References: PDF file   HTML file

English version:
Mathematics of the USSR-Izvestiya, 1990, 34:1, 65–95

Bibliographic databases:

UDC: 517.9
MSC: Primary 60J60, 58G32, 35J25; Secondary 35K20, 60H10
Received: 01.07.1987

Citation: N. V. Krylov, “Smoothness of the value function for a controlled diffusion process in a domain”, Izv. Akad. Nauk SSSR Ser. Mat., 53:1 (1989), 66–96; Math. USSR-Izv., 34:1 (1990), 65–95

Citation in format AMSBIB
\Bibitem{Kry89}
\by N.~V.~Krylov
\paper Smoothness of the value function for a~controlled diffusion process in a~domain
\jour Izv. Akad. Nauk SSSR Ser. Mat.
\yr 1989
\vol 53
\issue 1
\pages 66--96
\mathnet{http://mi.mathnet.ru/izv1162}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=992979}
\zmath{https://zbmath.org/?q=an:0701.93054}
\transl
\jour Math. USSR-Izv.
\yr 1990
\vol 34
\issue 1
\pages 65--95
\crossref{https://doi.org/10.1070/IM1990v034n01ABEH000603}


Linking options:
  • http://mi.mathnet.ru/eng/izv1162
  • http://mi.mathnet.ru/eng/izv/v53/i1/p66

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. N. V. Krylov, “On the first quasiderivatives of solutions of Ito stochastic equations”, Russian Acad. Sci. Izv. Math., 40:2 (1993), 377–403  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    2. Yu. A. Alkhutov, “$L_p$-solubility of the Dirichlet problem for the heat equation in non-cylindrical domains”, Sb. Math., 193:9 (2002), 1243–1279  mathnet  crossref  crossref  mathscinet  zmath  isi
    3. Hongjie Dong, “About smoothness of solutions of the heat equations in closed, smooth space-time domains”, Comm Pure Appl Math, 58:6 (2005), 799  crossref  mathscinet  zmath
    4. Nina Ivochkina, Neil Trudinger, Xu-Jia Wang, “The Dirichlet Problem for Degenerate Hessian Equations”, Communications in Partial Differential Equations, 29:1-2 (2005), 219  crossref
    5. St. Petersburg Math. J., 19:1 (2008), 1–13  mathnet  crossref  mathscinet  zmath  isi
    6. Yan P., Zhong L., Wen X., Tang A., “Fabrication of Cu2O/Tio2/Sepiolite Electrode For Effectively Detecting of H2O2”, J. Electroanal. Chem., 827 (2018), 1–9  crossref  isi  scopus
  • Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
    Number of views:
    This page:277
    Full text:116
    References:35
    First page:1

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019