Stochastic Differential Systems, Stochastic Control Theory and Applications (eBook, PDF)
eBook, PDF

Stochastic Differential Systems, Stochastic Control Theory and Applications (eBook, PDF)

Proceedings of a Workshop, held at IMA, June 9-19, 1986

Redaktion: Fleming, Wendell; Lions, Pierre-Louis
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This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting an...

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