Th�eorie probabiliste du contr�ole des diffusions / [electronic resource] Jean-Michel Bismut.
Material type:
TextLanguage: French Summary language: English Series: Memoirs of the American Mathematical Society ; no. l67.Publication details: Providence, R.I. : American Mathematical Society, 1976Description: 1 online resource (xiii, 130 p.)ISBN: 9781470406790 (online)Subject(s): Diffusion processes | Control theory | Potential theory (Mathematics) | Martingales (Mathematics)Additional physical formats: Th�eorie probabiliste du contr�ole des diffusions /DDC classification: 510/.8 s | 519.2/3 LOC classification: QA3 | .A57 no. 167 | QA274.75Online resources: Contents | Contents 
E-BOOKS
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | Link to resource | Available | EBK12620 |
Summary in English.
Bibliography: p. 119.
I. Rappels II. Problemes de controle stochastique: Methode generale III. Les diffusions et leurs martingales IV. Le probleme de controle des diffusions V. Applications aux processus tues sur un borelien VI. Processus �a mort control�ee et applications VII. Glissement optimal sur une fronti�ere
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
Description based on print version record.
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