scientific article; zbMATH DE number 3629982

zbMath0405.60058MaRDI QIDQ4191377

Kiyosi Itô, Shinzo Watanabe

Publication date: 1978

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

zbMATH Keywords

MartingalesFilteringStochastic IntegralsStochastic StabilityDiffusion ProcessesStochastic Differential EquationsStochastic Optimal ControlBoundary TheoryStratonovich-Integral

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Diffusion processes (60J60) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50) Stochastic analysis (60Hxx)

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