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 : anglais.Éditeur : New York : Springer, cop.1988ISBN: 9781461387640.ISSN: 0940-6573.Sujet MSC : 60-06, Proceedings, conferences, collections, etc. pertaining to probability theory
93-06, Proceedings, conferences, collections, etc. pertaining to systems and control theory
60Hxx, Probability theory and stochastic processes - Stochastic analysis
93Exx, Systems theory; control - Stochastic systems and controlEn-ligne : Springerlink | MSN | zbMath
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