R.Bouc - E. Pardoux Asymptotic Analysis of P.D.E.s with Wide-band Noise Disturbances, and Expansion of the Moments. Stochastic Analysis and Applications, 2, 369-422, 1984 Home/Search Document Not in Database Summary Related Articles |
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An Asymptotic Expansion In A 3-Dimensional Degenerated.. - Charles Marchetti.. Self-citation (Asymptotic) (Correct)
....0 ) Z 0 E z (B(Z s ) ds]w 0 (t) w 3 (t# 0#z) 0 We get the general following equations for k 4, w k = f k w k (0##z) 0 and, w k ; Lw k = g k w k (t# 0#z) 0 where f k and g k are functions of w 0 and w 1 . Remark We can show that the all integrals are well defined ([5]) Remark All equations are well defined on O = IRnfy =0g. 5 Convergence of the Approximation In this section, weprove some results about the convergence of the approximation of the solution of the finite horizon control problem. First, if OE and u denote the cost and the feedback ....
R.Bouc - E. Pardoux Asymptotic Analysis of P.D.E.s with Wide-band Noise Disturbances, and Expansion of the Moments. Stochastic Analysis and Applications, 2, 369-422, 1984
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