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SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL
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SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL (1974)SOME ESTIMATES OF THE PROBABILITY DENSITY…Control of a Solution of a Stochastic Integral Equation (1972)Control of a Solution of a St…Diffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…On Itô’s Stochastic Integral Equations (1969)On a Non-Linear Semi-Group Attached to Stochastic Optimal Control (1976)On the Hamilton-Jacobi-Bellman equations (1983)Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (2015)On a Formula Concerning Stochastic Differentials (1951)On stochastic differential equations (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Stochastic differential games (1972)Sur l'int�grabilit� uniforme des martingales exponentielles (1978)Central limit theorems for local martingales (1980)
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References

  • 1969Diffusion processes with continuous coefficients, I364 cited
  • 1972Control of a Solution of a Stochastic Integral Equation78 cited

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