scientific article; zbMATH DE number 3609557

Anatoli V. Skorokhod, Iosif I. Gikhman

Publication date: 1977

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Continuous Parameter Controlled Random Object Controlled Random Processes Controlled Stochastic Differential Equations Discrete Parameter

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov processes (60J99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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