Modelling and simulation of stochastic systems†

DOI10.1080/00207177008931894zbMath0204.47302OpenAlexW2065401957MaRDI QIDQ5604148

N. C. Fromm, Earl D. Eyman, R. L. Klein

Publication date: 1970

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177008931894

Cites Work

• A maximum principle for stochastic control systems
• On the relation between ordinary and stochastic differential equations
• A New Representation for Stochastic Integrals and Equations

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