Control of a Solution of a Stochastic Integral Equation

DOI10.1137/1117009zbMath0265.60055OpenAlexW2062397936MaRDI QIDQ5681374

Nicolai V. Krylov

Publication date: 1972

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1117009

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic integral equations (60H20)

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