Théorie probabiliste du contrôle des diffusions

DOI10.1090/memo/0167zbMath0323.93046OpenAlexW2019537499MaRDI QIDQ4087050

Jean-Michel Bismut

Publication date: 1976

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/memo/0167

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Probabilistic potential theory (60J45) Stochastic integrals (60H05)

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