On the Representation of the Solution of a Class of Stochastic Differential Equations

DOI10.2307/2033163zbMath0104.36803OpenAlexW4235391359MaRDI QIDQ3289425

Richard Bellman

Publication date: 1958

Full work available at URL: https://doi.org/10.2307/2033163

zbMATH Keywords

probability theory

Cites Work

• FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. II. NONLINEAR DIFFERENTIAL EQUATIONS
• FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY

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