Controlled diffusion processes / N. V. Krylov ; translated by A. B. Aries

Auteur principal : Krylov, Nikolai Vladimirovich, 1941-, AuteurAuteur secondaire : Aries, A. B., TraducteurType de document : MonographieCollection : Applications of mathematics, 14Langue : anglais.Pays: Etats Unis.Éditeur : New York : Springer-Verlag, 1980Description : 1 vol. (XII-308 p.) ; 25 cmISBN: 0387904611.ISSN: 0172-4568.Bibliographie : Bibliogr. p. 303-306. Index.Sujet MSC : 93E20, Systems theory; control, Optimal stochastic control
93-02, Research exposition (monographs, survey articles) pertaining to systems and control theory
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
35J60, PDEs - Elliptic equations and elliptic systems, Nonlinear elliptic equations
35K55, PDEs - Parabolic equations and parabolic systems, Nonlinear parabolic equationsEn-ligne : Springerlink Item type: Monographie
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Bibliogr. p. 303-306. Index

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