dc.contributor.author | Duncan, Tyrone E. | |
dc.contributor.author | Upmeier, Harald | |
dc.date.accessioned | 2015-02-17T20:35:04Z | |
dc.date.available | 2015-02-17T20:35:04Z | |
dc.date.issued | 1995-01-01 | |
dc.identifier.citation | Duncan, Tyrone E. "Stochastic control problems and spherical functions on symmetric spaces." Trans. Amer. Math. Soc. (1995) 347. 1083-1130. http://dx.doi.org/10.1090/S0002-9947-1995-1284453-8#sthash.rQq993nl.dpuf. | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/16691 | |
dc.description | This is the published version, also available here: http://dx.doi.org/10.1090/S0002-9947-1995-1284453-8#sthash.rQq993nl.dpuf. First published in Trans. Amer. Math. Soc. in 1995, published by the American Mathematical Society. | en_US |
dc.description.abstract | A family of explicitly solvable stochastic control problems is formulated
and solved in noncompact symmetric spaces. The symmetric spaces include
all of the classical spaces and four of the exceptional spaces. The stochastic
control problems are the control of Brownian motion in these symmetric
spaces by a drift vector field. For each symmetric space a family of stochastic
control problems is formulated by using spherical functions in the cost functionals.
These spherical functions are explicitly described and are polynomials
in suitable coordinates. A generalization to abstract root systems is given. | en_US |
dc.publisher | American Mathematical Society | en_US |
dc.title | Stochastic control problems and spherical functions on symmetric spaces | en_US |
dc.type | Article | |
kusw.kuauthor | Duncan, Tyrone E. | |
kusw.kuauthor | Upmeier, H. | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1090/S0002-9947-1995-1284453-8#sthash.rQq993nl.dpuf | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess | |