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1
Stochastic Differential Systems : Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985
Published 1986
Springer Berlin Heidelberg
Table of Contents:
“
... for partial differential equations with random process coefficients --
Optimal
control
of reflected diffusion...
”
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2
Stochastic Differential Systems : Proceedings of the 4th Bad Honnef Conference, June, 20–24, 1988
Published 1989
Springer Berlin Heidelberg
Table of Contents:
“
... -- The adjoint process in stochastic
optimal
control
-- Integration by parts and the Malliavin calculus...
”
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Author: Helmes, Kurt
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629 - Other branches of engineering
2
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English
2
Collection
Springer Book Archives -2004
2
Author
Christopeit, Norbert
2
Helmes, Kurt
Kohlmann, Michael
2
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