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Diffusion processes with continuous coefficients, II

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References

1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited
1951On a Formula Concerning Stochastic Differentials369 cited

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1978Processes With Independent Increments on a Lie Group44 cited
1974Processus De Diffusion Et Equations Differentielles Stochastiques29 cited
1981On the Adjoint Process for Optimal Control of Diffusion Processes28 cited
2010Statistical Causality, Extremal Measures and Weak Solutions of Stochastic Differential Equations with Driving Semimartingales23 cited
1980Existence de Solution et Algorithme de Résolution Numérique, de Problème de Contrôle Optimal de Diffusion Stochastique Dégénérée ou Non23 cited
1971Weak Solutions of a Partial Differential Equation of Dynamic Programming21 cited

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