This article is cited in 9 papers

Short Communications

An example of a one-dimensional controlled process

I. L. Genis, N. V. Krylov

Moscow

Abstract: This paper presents an example of an one-dimensional controlled process. It is shown that the value function $v(x)$ does not have bounded second derivative if $\lambda$ does not satisfy condition (2).

Received: 20.01.1975

 English version: Theory of Probability and its Applications, 1976, 21:1, 148–152

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