Stochastics and stochastics reports · 1994 · 1.1K citations · 5 references
EngineeringMathematicsStochastic ProcessesDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic ControlStochastic Differential EquationsContinuous-time Markov ProcessesMarkov Diffusion ProcessesMarkov PropertyStability Of Markov ProcessesStrong Markov PropertyStrong SolutionsViscosityViscosity Solutions
Controlled markov processes and viscosity solutions by W. H. Fleming and H. M. Soner. Springer-Verlag, New York (1993), 428 pp., $ 49.95. ISBN 0-387-97927-1.
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