Logarithmic transformations and stochastic control

Author:

Fleming Wendell H.

Publisher

Springer-Verlag

Reference13 articles.

1. R. Azencott, Springer Lecture Notes in Math. No. 774, 1978.

2. M. D. Donsker and S. R. S. Varadhan, "On a variational formula for principal eigenvalue for operators with a maximum principle, Proc. Nat. Acad. Sci. USA 72(1975) 780–783.

3. W. H. Fleming, Exit probabilities and optimal stochastic control, Applied Math. Optimiz. 4 (1978) 329–346.

4. W. H. Fleming, Stochastic calculus of variations and mechanics, to appear in J. Optimiz. Th. Appl.

5. W. H. Fleming and S. K. Mitter, Optimal control and nonlinear filtering for nondegenerate diffusion processes, to appear in Stochastics.

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