Tabla de Contenidos:
  • Front Cover; Stochastic Control by Functional Analysis Methods; Copyright Page; Contents; CHAPTER I. STOCHASTIC CALCULUS AND STOCHASTIC DIFFERENTIAL EQUATIONS; CHAPTER II. PARTIAL DIFFERENTIAL EQUATIONS; CHAPTER III. MARTINGALE PROBLEM; CHAPTER IV. STOCHASTIC CONTROL WITH COMPLETE INFORMATION; CHAPTER V. FILTERING AND PREDICTION FOR LINEAR S.D.E.; CHAPTER VI. VARIATIONAL METHODS IN STOCHASTIC CONTROL; CHAPTER VII. PROBLEMS OF OPTIMAL STOPPING; CHAPTER VIII. IMPULSIVE CONTROL.