書誌事項

Stochastic processes and optimal control

edited by Hans J. Engelbert, Ioanis Karatzas, and Michael Röckner

(Stochastics monographs, v. 7)

Gordon and Breach, c1993

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注記

Lectures presented at the 9th Winter School on Stochastic Processes and Optimal Control, held in Friedrichroda, Germany, Mar. 1-7, 1993

Includes bibliographical references and index

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