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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 -- Stochastic systems and control, Optimal stochastic control
93-02, Systems theory; control, Research exposition (monographs, survey articles)
60J60, Probability theory and stochastic processes -- Markov processes, Diffusion processes
35J60, Partial differential equations -- Elliptic equations and systems, Nonlinear elliptic equations
35K55, Partial differential equations -- Parabolic equations and systems, Nonlinear parabolic equations
En-ligne : Springerlink
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Bibliogr. p. 303-306. Index

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