Control of a Solution of a Stochastic Integral Equation
- 1 January 1972
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 17 (1) , 114-130
- https://doi.org/10.1137/1117009
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- An Inequality in the Theory of Stochastic IntegralsTheory of Probability and Its Applications, 1971
- On Itô’s Stochastic Integral EquationsTheory of Probability and Its Applications, 1969
- Duality and a priori estimates in Markovian optimization problemsJournal of Mathematical Analysis and Applications, 1966
- Markov ProcessesPublished by Springer Nature ,1965