Controlled diffusion processes. Transl. by A. B. Aries. (English) Zbl 0459.93002

Applications of Mathematics, Vol. 14. New York - Heidelberg -Berlin: Springer-Verlag. XII, 308 p. DM 79.00; $ 44.30 (1980).


93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory
93E20 Optimal stochastic control
60J60 Diffusion processes
35J60 Nonlinear elliptic equations
35K55 Nonlinear parabolic equations