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On the representation of the solution of a class of stochastic differential equations


Author: Richard Bellman
Journal: Proc. Amer. Math. Soc. 9 (1958), 326-327
MSC: Primary 60.00; Secondary 34.00
DOI: https://doi.org/10.1090/S0002-9939-1958-0096300-3
MathSciNet review: 0096300
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References [Enhancements On Off] (What's this?)

  • [1] R. Bellman, Functional equations in the theory of dynamic programming--II: Nonlinear differential equations, Proc. Nat. Acad. Sci. vol. 41 (1955) pp. 482-486. MR 0072314 (17:264c)
  • [2] -, Functional equations in the theory of dynamic programming--V: Positivity and quasi-linearity, Proc. Nat. Acad. Sci. vol. 41 (1955) pp. 743-746. MR 0074693 (17:632b)

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DOI: https://doi.org/10.1090/S0002-9939-1958-0096300-3
Article copyright: © Copyright 1958 American Mathematical Society

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