Controlled stochastic processes / I. I. Gihman, A. V. Skorohod ; translated by Samuel Kotz

Auteur principal : Gihman, Iosif Ilitch, 1918-1985, AuteurCo-auteur : Skorokhod, Anatoli Volodymirovich, 1930-2011, AuteurAuteur secondaire : Kotz, Samuel, 1930-2010, TraducteurType de document : MonographieLangue : anglais.Pays: Etats Unis.Éditeur : New York : Springer-Verlag, 1979Description : 1 vol. (vii, 237 p.) ; 25 cmISBN: 0387904107.Bibliographie : Bibliography: p. 227-229.Sujet MSC : 93Exx, Systems theory; control - Stochastic systems and control
93Bxx, Systems theory; control - Controllability, observability, and system structure
34H05, Control problems including ordinary differential equations, Control problems involving ordinary differential equations
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60Hxx, Probability theory and stochastic processes - Stochastic analysis
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Bibliography: p. 227-229

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