Abstract
Suppose that the state of a system at time t is described by an Itô process X t of the form.
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© 2003 Springer-Verlag Berlin Heidelberg
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Øksendal, B. (2003). Application to Stochastic Control. In: Stochastic Differential Equations. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14394-6_11
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DOI: https://doi.org/10.1007/978-3-642-14394-6_11
Publisher Name: Springer, Berlin, Heidelberg
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