Stochastic Differential Equations

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American Mathematical Soc., 1973 - Mathematics - 209 pages
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Contents

Some Problems and Methods for the Analysis of Stochastic
21
Wave Propagation and Conductivity in Random Media
35
Analysis of Some Stochastic Ordinary Differential Equations
97
Optimal Control of Diffusion Processes
163
Optimal Control of a Partially Observed Stochastic System
173
Building and Evaluating Nonlinear Filters
189
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