Abstract
Time-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman’s principle and its applications to proving the continuity of value functions are investigated.
Citation
Hongjie Dong. N. V. Krylov. "On time-inhomogeneous controlled diffusion processes in domains." Ann. Probab. 35 (1) 206 - 227, January 2007. https://doi.org/10.1214/009117906000000395
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