×

Random differential equations in control theory. (English) Zbl 0235.93025

Probab. Methods appl. Math. 2, 131-212 (1970).

MSC:

93E03 Stochastic systems in control theory (general)
35R60 PDEs with randomness, stochastic partial differential equations
93E11 Filtering in stochastic control theory
93B52 Feedback control

Citations:

Zbl 0227.60005