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Bulletin of the American Mathematical Society

The Bulletin publishes expository articles on contemporary mathematical research, written in a way that gives insight to mathematicians who may not be experts in the particular topic. The Bulletin also publishes reviews of selected books in mathematics and short articles in the Mathematical Perspectives section, both by invitation only.

ISSN 1088-9485 (online) ISSN 0273-0979 (print)

The 2020 MCQ for Bulletin of the American Mathematical Society is 0.84.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

A stochastic minimum principle
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by Robert J. Elliott PDF
Bull. Amer. Math. Soc. 82 (1976), 944-946
References
  • J. M. C. Clark, The representation of functionals of Brownian motion by stochastic integrals, Ann. Math. Statist. 41 (1970), 1282–1295. MR 270448, DOI 10.1214/aoms/1177696903
  • M. H. A. Davis and P. Varaiya, Dynamic programming conditions for partially observable stochastic systems, SIAM J. Control 11 (1973), 226–261. MR 0319642, DOI 10.1137/0311020
  • Wendell H. Fleming, Optimal continuous-parameter stochastic control, SIAM Rev. 11 (1969), 470–509. MR 265046, DOI 10.1137/1011086
  • I. V. Girsanov, On transforming a class of stochastic processes by absolutely continuous substitution of measures, Teor. Verojatnost. i Primenen. 5 (1960), 314–330 (Russian, with English summary). MR 0133152
  • P. A. Meyer, Un cours sur les intégrales stochastiques, Séminaire de Probabilités, X (Seconde partie: Théorie des intégrales stochastiques, Univ. Strasbourg, Strasbourg, année universitaire 1974/1975), Lecture Notes in Math., Vol. 511, Springer, Berlin, 1976, pp. 245–400 (French). MR 0501332
  • L. S. Pontryagin, Optimal regulation processes, Uspehi Mat. Nauk 14 (1959), no. 1 (85), 3–20 (Russian). MR 0120435
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Additional Information
  • Journal: Bull. Amer. Math. Soc. 82 (1976), 944-946
  • MSC (1970): Primary 93E20; Secondary 60H10
  • DOI: https://doi.org/10.1090/S0002-9904-1976-14228-0
  • MathSciNet review: 0426926