ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION

DOI10.1070/IM1972v006n01ABEH001874zbMath0265.60056OpenAlexW2036155708MaRDI QIDQ5681375

Nicolai V. Krylov

Publication date: 1973

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im1972v006n01abeh001874

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic integral equations (60H20)

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