BookControlled Diffusion ProcessesNicolai V. Krylov1980Controlled Diffusion ProcessesNicolai V. Krylov1980-01-01bookSpringer eBooks1,311 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsNonlinear Differential Equations AnalysisAdaptive Dynamic Programming ControlAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 1,311 citations exist upstream.Cited by1998Arbitrage Theory in Continuous Time1992Stochastic Differential Utility1997Martingale Methods in Financial Modelling2004Arbitrage Theory in Continuous Time1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields1994Solving forward-backward stochastic differential equations explicitly — a four step scheme1995Pricing and hedging derivative securities in markets with uncertain volatilities1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market