Publication:3997769
From MaRDI portal
zbMath0716.60092MaRDI QIDQ3997769
Publication date: 17 September 1992
optimal control; Brownian motion; stochastic calculus; central limit theorem; Donsker-Prokhorov functional
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
93E20: Optimal stochastic control
60H05: Stochastic integrals
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
90Bxx: Operations research and management science
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