Controlled diffusion processes

Krylov, N V

Controlled diffusion processes by M V Krylov - New York Springer 1980 - xii, 308p - Applications of Methematics 14 .

Includes bibliographical references and index.

9783540709138


Diffusion processes
Control theory
Stochastic control theory
Probabilities

629.8312 / KRY/C

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