A note on the differential equations of conditional probability density functions

DOI10.1016/0022-247X(66)90031-XMaRDI QIDQ2522346zbMATH OpenFDO

Authors N. K. Kul'man

Publication date 1966

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/69432

zbMATH Keywords

probability theory

Cites work

• A New Representation for Stochastic Integrals and Equations
• Conditional Markov Processes
• scientific article; zbMATH DE number 3115405 (Why is no real title available?)
• scientific article; zbMATH DE number 3211788 (Why is no real title available?)
• scientific article; zbMATH DE number 3354471 (Why is no real title available?)
• On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
• On the relation between ordinary and stochastic differential equations
• On the theory of optimal control. Sufficient coordinates

Cited in

(3)

• On the approximate moment equations of a nonlinear stochastic differential equation
• Optimal control and filtering of linear stochastic systems
• Derivation of the Moments of a Continuous Stochastic System

This page was built for publication: A note on the differential equations of conditional probability density functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2522346)