Publication:3880728

zbMath0438.93076MaRDI QIDQ3880728

H. Pragarauskas, H. Paragarauskas, Nicolai V. Krylov

Publication date: 1980

zbMATH Keywords

stochastic Ito equations

Mathematics Subject Classification ID

93C20: Control/observation systems governed by partial differential equations

93E20: Optimal stochastic control

60J60: Diffusion processes

49K45: Optimality conditions for problems involving randomness

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