A note on the differential equations of conditional probability density functions

DOI10.1016/0022-247X(66)90031-XzbMath0139.34302MaRDI QIDQ2522346

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

Related Items (3)

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

Cites Work

• 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
• Conditional Markov Processes
• A New Representation for Stochastic Integrals and Equations
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