On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications

New Results in Linear Filtering and Prediction Theory

R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Introduction to Multivariate Statistical Analysis.

William G. Madow, T. W. Anderson · American Mathematical Monthly · 1959 · 3.9K citations

Natural Sciences, Biostatistics, Statistics +9

Optimal stochastic control

Harold J. Kushner · IRE Transactions on Automatic Control · 1962 · 171 citations

Optimal Control of Continuous Time, Markov, Stochastic Systems†

Juliette Florentin · Journal of Electronics and Control · 1961 · 132 citations

Natural Sciences, Mathematics, Systems Engineering +17

On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory

Harold J. Kushner · Journal of Mathematical Analysis and Applications · 1964 · 104 citations

Natural Sciences, Mathematics, Probability Theory +15