Stochastic differential games

Partial differential equations of parabolic type

John S. Maybee · Journal of the Franklin Institute · 1965 · 3.3K citations

Numerical Simulation, Parabolic Equation, Parabolic Type +2

Diffusion processes with continuous coefficients, I

Daniel W. Stroock, S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1969 · 367 citations

Diffusion Process, Continuous Coefficients, Transport Phenomena +2

Optimal Control of Partially Observable Diffusions

Wendell H. Fleming · SIAM Journal on Control · 1968 · 115 citations

Optimal Control, Pde-constrained Optimization, Calculus Of Variation +8

Optimal Continuous-Parameter Stochastic Control

Wendell H. Fleming · SIAM Review · 1969 · 113 citations

Diffusion processes with continuous coefficients, II

Daniel W. Stroock, S. R. S. Varadhan · Communications on Pure and Applied Mathematics · 1969 · 112 citations

Diffusion-based Modeling, Anomalous Diffusion, Continuous Coefficients +1