Optimal control of an Ornstein-Uhlenbeck process-Reference-Cited by-同舟云学术

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Optimal control of an Ornstein-Uhlenbeck process

Published:1987-02 Issue:1 Volume:24 Page:89-97
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Lefebvre Mario

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference7 articles.

1. Handbook of Mathematical Functions with Formulas, Graphs, and;Abramowitz,1965

2. The Theory of Stochastic Processes;Cox,1965

3. The first passage problem for a continuous Markov process;Darling;Ann. Math. Statist.,1953

4. Models of hazard survival;Lefebvre,1983

5. Stochastic processes: Basic theory and its applications;Prabhu,1965

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