Stochastic differential systems, stochastic control theory and applications / Wendell Fleming, Pierre-Louis Lions

Auteur secondaire : Fleming, Wendell (1928-) - Editeur scientifique ; Lions, Pierre-Louis (1956-) - Editeur scientifiqueType de document: Livre numériqueCollection: The IMA volumes in mathematics and its applications ; 10Langue: anglaisÉditeur: New York : Springer, cop.1988 ISBN: 9781461387640 Sujets MSC: 60-06 Probability theory and stochastic processes -- Proceedings, conferences, collections, etc
93-06 Systems theory; control -- Proceedings, conferences, collections, etc
60Hxx Probability theory and stochastic processes -- Stochastic analysis
93Exx Systems theory; control -- Stochastic systems and control
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