scientific article; zbMATH DE number 13605

MaRDI QIDQ3978065zbMATHFDO

Authors Maria Stolarczyk

Publication date 25 June 1992

zbMATH Keywords

stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control problems involving ordinary differential equations (34H05) Optimal stochastic control (93E20)

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• A stability theorem for stochastic differential equations and application to stochastic control problems
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