Introduction to stochastic differential equations. (English) Zbl 0405.60058

Proc. int. Symp. on stochastic differential equations, Kyoto 1976, I-XXX (1978).


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


Zbl 0402.00009