共 16 条
- [1] Bensoussan A., 1983, Stochastics, V9, P169, DOI 10.1080/17442508308833253
- [2] Bismut J.-M., 1976, MEMOIRS AM MATH SOC, V167
- [3] A GENERALIZED FORMULA OF ITO AND SOME OTHER PROPERTIES OF STOCHASTIC FLOWS [J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (03): : 331 - 350
- [4] BISMUT JM, 1982, LECT NOTES MATH, V929, P1
- [6] BISMUT JM, 1981, LECTURE NOTES MATH, V866
- [7] Blagovescenskiiand J. N., 1961, SOVIET MATH, V2, P633
- [9] OPTIMAL-CONTROL OF A STOCHASTIC-SYSTEM [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (05) : 756 - 778
- [10] ELLIOTT RJ, IN PRESS LECTURE NOT