Adapted solution of a backward stochastic differential equation

Markov Processes: Characterization and Convergence.

Andris Abakuks, S. N. Ethier, Thomas G. Kurtz · Biometrics · 1987 · 4.5K citations

Engineering, Mathematics, Probability Theory +16

Brownian Motion and Stochastic Calculus.

Richard L. Dykstra, Ioannis Karatzas, Steven E. Schreve · Journal of the American Statistical Association · 1989 · 969 citations

Engineering, Mathematics, Probability Theory +13

Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

Harold J. Kushner · SIAM Journal on Control · 1972 · 327 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +13

Lectures in stochastic control

Jerzy Zabczyk · OpenGrey (Institut de l'Information Scientifique et Technique) · 1983 · 174 citations

Engineering, Mathematics, Dynamical Systems +11