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dc.contributor.authorDuncan, Tyrone E.
dc.contributor.authorUpmeier, Harald
dc.date.accessioned2015-02-17T20:35:04Z
dc.date.available2015-02-17T20:35:04Z
dc.date.issued1995-01-01
dc.identifier.citationDuncan, 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.urihttp://hdl.handle.net/1808/16691
dc.descriptionThis 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.abstractA 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.publisherAmerican Mathematical Societyen_US
dc.titleStochastic control problems and spherical functions on symmetric spacesen_US
dc.typeArticle
kusw.kuauthorDuncan, Tyrone E.
kusw.kuauthorUpmeier, H.
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1090/S0002-9947-1995-1284453-8#sthash.rQq993nl.dpuf
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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