On the representation of the solution of a class of stochastic differential equations
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- by Richard Bellman
- Proc. Amer. Math. Soc. 9 (1958), 326-327
- DOI: https://doi.org/10.1090/S0002-9939-1958-0096300-3
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References
- Richard Bellman, Functional equations in the theory of dynamic programming. II. Nonlinear differential equations, Proc. Nat. Acad. Sci. U.S.A. 41 (1955), 482–485. MR 72314, DOI 10.1073/pnas.41.7.482
- Richard Bellman, Functional equations in the theory of dynamic programming. V. Positivity and quasi-linearity, Proc. Nat. Acad. Sci. U.S.A. 41 (1955), 743–746. MR 74693, DOI 10.1073/pnas.41.10.743
Bibliographic Information
- © Copyright 1958 American Mathematical Society
- 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