Bafico, R.; Baldi, P. Small random perturbations of Peano phenomena. (English) Zbl 0487.60050 Stochastics 6, 279-292 (1982). MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{R. Bafico} and \textit{P. Baldi}, Stochastics 6, 279--292 (1982; Zbl 0487.60050) Full Text: DOI
Bensoussan, A.; Lions, Pierre-Louis Optimal control of random evolutions. (English) Zbl 0472.93073 Stochastics 5, 169-190 (1981). MSC: 93E20 60J60 60H15 PDFBibTeX XMLCite \textit{A. Bensoussan} and \textit{P.-L. Lions}, Stochastics 5, 169--190 (1981; Zbl 0472.93073) Full Text: DOI
Davis, M. H. A.; Clark, J. M. C. On ”predicted miss” stochastic control problems. (English) Zbl 0406.93063 Stochastics 2, 197-209 (1979). MSC: 93E20 93C05 60G44 PDFBibTeX XMLCite \textit{M. H. A. Davis} and \textit{J. M. C. Clark}, Stochastics 2, 197--209 (1979; Zbl 0406.93063) Full Text: DOI