Author:
Duncan T. E.,Pasik-Duncan B.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization,Signal Processing,Control and Systems Engineering
Reference9 articles.
1. M. Boschková, Self-tuning control of stochastic linear systems in presence of drift,Kybernetika,24 (1988) (to appear).
2. T. Duncan and P. Varaiya, On the solutions of a stochastic control system,SIAM J. Control Optim.,9 (1971), 354–371.
3. T. Duncan and P. Varaiya, On the solutions of a stochastic control system, II,SIAM J. Control Optim.,13 (1975), 1077–1092.
4. P. Hall and C. C. Heyde,Martingale Limit Theory and Its Applications, Academic Press, New York, 1980.
5. K. Itô and H. P. McKean,Duffusion Processes and Their Sample Paths, Springer-Verlag, Berlin, 1965.
Cited by
45 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献