On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications

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Publication:5339821


DOI10.1137/0302009zbMath0131.16602MaRDI QIDQ5339821

Harold J. Kushner

Publication date: 1964

Published in: Journal of the Society for Industrial and Applied Mathematics Series A Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0302009



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