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Vivek S. Borkar, “Mimicking finite dimensional marginals of a controlled diffusion by simpler controls”, Stochastic Processes and their Applications, 31:2 (1989), 333
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Robert Cohen, Gérald Mazziotto, “Stochastic continuous control of partially observed systems via impulse control problems”, Stochastics and Stochastic Reports, 26:2 (1989), 101
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Vivek S. Borkar, “A topology for Markov controls”, Appl Math Optim, 20:1 (1989), 55
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Vivek S. Borkar, “The probabilistic structure of controlled diffusion processes”, Acta Appl Math, 11:1 (1988), 19
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Vivek S. Borkar, Mrinal K. Ghosh, “Ergodic Control of Multidimensional Diffusions I: The Existence Results”, SIAM J Control Optim, 26:1 (1988), 112
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Robert Cohen, Lecture Notes in Mathematics, 1316, Stochastic Analysis and Related Topics, 1988, 352
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Vivek S. Borkar, “Controlled diffusions with boundary-crossing costs”, Appl Math Optim, 18:1 (1988), 67
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A. Yu. Veretennikov, “On Strong Solutions of Ito^ Stochastic Equations with Jumps”, Theory Probab Appl, 32:1 (1987), 148
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Sylvie Meleard, Sylvie Roelly-Coppoletta, “A propagation of chaos result for a system of particles with moderate interaction”, Stochastic Processes and their Applications, 26 (1987), 317
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Masao Nagasawa, Hiroshi Tanaka, “Diffusion with interactions and collisions between coloured particles and the propagation of chaos”, Probab. Th. Rel. Fields, 74:2 (1987), 161
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Y. Fujita, H. Morimoto, “On bang-bang solutions of stochastic differential games”, IEEE Trans. Automat. Contr., 32:6 (1987), 535
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Vivek S. Borkar, “A remark on the attainable distributions of controlled diffusions”, Stochastics, 18:1 (1986), 17
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I. V. Fedorenko, “Existence of a Strong Solution of the Ito^ Stochastic Differential Equation”, Theory Probab Appl, 29:1 (1985), 121
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M. L. Kleptsyna, A. Yu. Veretennikov, “On Strong Solutions of Stochastic Ito^-Volterra Equations”, Theory Probab Appl, 29:1 (1985), 153
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Robert Cohen, Lecture Notes in Control and Information Sciences, 78, Stochastic Differential Systems, 1985, 127
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R. Mitchell Cox, Ioannis Karatzas, “Stationary control of Brownian motion in several dimensions”, Advances in Applied Probability, 17:3 (1985), 531
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R. Mitchell Cox, Ioannis Karatzas, “Stationary control of Brownian motion in several dimensions”, Adv. Appl. Probab., 17:03 (1985), 531
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N Christopeit, K Helmes, “Existence of optimal controls for partially observed linear diffusions”, Systems & Control Letters, 3:2 (1983), 105