Ito, Kiyosi; Watanabe, Shinzo Introduction to stochastic differential equations. (English) Zbl 0405.60058 Proc. int. Symp. on stochastic differential equations, Kyoto 1976, I-XXX (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 Documents MSC: 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 Keywords:Stochastic Integrals; Stochastic Differential Equations; Martingales; Diffusion Processes; Stochastic Stability; Stochastic Optimal Control; Filtering; Boundary Theory; Stratonovich-Integral Citations:Zbl 0402.00009 PDF BibTeX XML OpenURL