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