scientific article; zbMATH DE number 3990525

zbMATH Open0612.60048MaRDI QIDQ3753201FDOQ3753201

Authors: B. Øksendal 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

boundary value problemsoptimal stoppingstochastic control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (6)

• Stochastic differential equations. An introduction with applications
• Editorial. Foreword: Special issue on ``Stochastic differential equations, stochastic algorithms, and applications
• Application of the Kalman-Bucy filter in the stochastic differential equation for the modeling of RL circuit
• The stochastic growth equation: the growth of funds
• Зародження і розвиток ідей теорії стохастичних диференціальних рівнянь в українській школі математики
• Stochastic differential equations and their applications

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