Title Théorie probabiliste du contrôle des diffusions / Jean-Michel Bismut

Published Providence, R.I. : American Mathematical Society, 1976

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Description 1 online resource (xiii, 130 pages) Series Memoirs of the American Mathematical Society, 1947-6221 ; v. 167 Memoirs of the American Mathematical Society ; no. 167. 0065-9266 Contents I. Rappels II. Problemes de controle stochastique: Methode generale III. Les diffusions et leurs martingales IV. Le probleme de controle des diffusions V. Applications aux processus tues sur un borelien VI. Processus à mort controlée et applications VII. Glissement optimal sur une frontière Bibliography Includes bibliographical references (page 119) Notes Summary in English Print version record Subject Diffusion processes. Control theory. Potential theory (Mathematics) Martingales (Mathematics) Control theory Diffusion processes Martingales (Mathematics) Potential theory (Mathematics) Form Electronic book ISBN 9781470406790 1470406799

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