Controlled diffusion processes. Translated by A. B. Aries
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Diffusion processes (60J60) Nonlinear elliptic equations (35J60) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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