Krylov, N. V. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 11 ReviewsCited in 215 Documents MSC: 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 Keywords:diffusion process; Bellman equation; optimal stopping problem PDF BibTeX XML