scientific article; zbMATH DE number 3997686

zbMath0615.93075MaRDI QIDQ4724535

I. N. Sinitsyn

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

characteristic functionmultidimensional stochastic hereditary Itô-equations

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35) Stochastic systems in control theory (general) (93E03) Stochastic integral equations (60H20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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