Control of a Solution of a Stochastic Integral Equation

On Itô’s Stochastic Integral Equations

Theory of Probability and Its Applications · 1969 · 98 citations

Engineering, Mathematics, Probability Theory +13

Duality and a priori estimates in Markovian optimization problems

Wendell H. Fleming · Journal of Mathematical Analysis and Applications · 1966 · 48 citations

Natural Sciences, Mathematics, Optimization +13

An Inequality in the Theory of Stochastic Integrals

Theory of Probability and Its Applications · 1971 · 45 citations

Engineering, Mathematics, Probability Theory +16