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Control of a Solution of a Stochastic Integral Equation

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References

1969On Itô’s Stochastic Integral Equations98 cited

Cited by

1976On a Non-Linear Semi-Group Attached to Stochastic Optimal Control67 cited
1983On the Hamilton-Jacobi-Bellman equations66 cited
2015Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients65 cited
2005Martingale methods in stochastic control60 cited
2015Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations44 cited
1974SOME ESTIMATES OF THE PROBABILITY DENSITY OF A STOCHASTIC INTEGRAL32 cited

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