INTEGRALES STOCHASTIQUES AVEC UN PARAMETRE ET GENERALISATION DE LA FORMULE DE ITO POUR LES SEMIMARTINGALES CONTINUESTROFIMOV EI.1982; IZVESTIJA VYSSIH UCEBNYH ZAVEDENIJ. MATEMATIKA.; ISSN 0021-3446; SUN; DA. 1982; NO 9; PP. 86-88; BIBL. 8 REF.Article

FUNCTIONALS OF ITO PROCESSES AS STOCHASTIC INTEGRALS.HAUSSMANN UG.1978; S.I.A.M. J. CONTROL OPTIMIZ.; U.S.A.; DA. 1978; VOL. 16; NO 2; PP. 252-269; BIBL. 5 REF.Article

LIMIT DISTRIBUTIONS FOR THE ERROR IN APPROXIMATIONS OF STOCHASTIC INTEGRALSROOTZEN H.1980; ANN. PROBAB.; USA; DA. 1980; VOL. 8; NO 2; PP. 241-251; BIBL. 13 REF.Article

EXISTENCE OF AN OPTIMAL CONTROL FOR STOCHASTIC SYSTEMS GOVERNED BY ITO EQUATIONSGOOR RM.1979; J. OPTIMIZ. THEORY APPL.; USA; DA. 1979; VOL. 27; NO 3; PP. 377-398; BIBL. 9 REF.Article

METHODE D'INTEGRATION DES EQUATIONS DIFFERENTIELLES STOCHASTIQUES AVEC UNE PRECISION DU SECOND ORDREMILISHTEJN GN.1978; TEOR. VEROJAT. PRIMEN.; S.S.S.R.; DA. 1978; VOL. 23; NO 2; PP. 414-419; ABS. ANGL.; BIBL. 6 REF.Article

OPTIMAL NON-EXPLOSIVE CONTROL OF A NON CONSTRAINED DIFFUSION AND BEHAVIOUR WHEN THE DISCOUNT VANISHESTARRES R.1979; LECTURE NOTES CONTROL INFORM. SCI.; DEU; DA. 1979; NO 16; PP. 588-597; BIBL. 16 REF.Conference Paper

INSTABILITY AND UNBOUNDEDNESS OF ITO'S TYPE STOCHASTIC DIFFERENTIAL EQUATIONS.LADDE GS; LEELA S.1977; REV. ROUMAINE MATH. PURES APPL.; ROUMAN.; DA. 1977; VOL. 22; NO 7; PP. 933-939; BIBL. 7 REF.Article

STABILITY OF LINEAR TIME-VARYING SYSTEMS WITH STATE DEPENDENT NOISE.NIWA S; HAYASE M; SUGIURA I et al.1976; I.E.E.E. TRANS AUTOMAT. CONTROL; U.S.A.; DA. 1976; VOL. 21; NO 5; PP. 775-776; BIBL. 3 REF.Article

EQUATION STOCHASTIQUE POUR L'ESTIMATION DU MAXIMUM DE VRAISEMBLANCE DU PARAMETRE D'UN PROCESSUS DU TYPE DE DIFFUSIONTROFIMOV EI.1982; USPEHI MAT. NAUK; ISSN 0042-1316; SUN; DA. 1982; VOL. 37; NO 3; PP. 197-198; BIBL. 2 REF.Article

CARLEMAN LINEARIZATION TECHNIQUES IN NONLINEAR STOCHASTIC SYSTEMSWONG WS.1981; JOINT AUTOMATIC CONTROL CONFERENCE/1981/CHARLOTTESVILLE VA; USA; S. L.: AMERICAN AUTOMATIC CONTROL COUNCIL; DA. 1981; 2 P.; BIBL. 2 REF.Conference Paper

A REMARK ON CERTAIN STOCHASTIC CONTROL PROBLEMFUJISAKI M.1981; PROC. JPN. ACAD., SER. A; ISSN 0386-2194; JPN; DA. 1981; VOL. 57; NO 8; PP. 408-411; BIBL. 4 REF.Article

RELATION ENTRE LES 2 FORMES D'ECRITURE DES EQUATIONS D'UN FILTRAGE OPTIMUM NON LINEAIRE POUR UNE DISTRIBUTION A POSTERIORI DES PROBABILITESYARLYKOV MS.1978; IZVEST. VYSSH. UCHEBN. ZAVED., RADIOELEKTRON.; S.S.S.R.; DA. 1978; VOL. 21; NO 5; PP. 33-37; BIBL. 7 REF.Article

SUR L'APPROXIMATION DES SOLUTIONS D'EQUATIONS DIFFERENTIELLES STOCHASTIQUES.YAMADA T.1976; Z. WAHRSCHEIN.-THEOR. VERWANDTE GEB.; DTSCH.; DA. 1976; VOL. 36; NO 2; PP. 153-164; BIBL. 12 REF.Article

WEAK CONVERGENCE OF APPROXIMATIONS OF ITO INTEGRAL EQUATIONSPLATEN E.1980; Z. ANGEW. MATH. MECH.; ISSN 0044-2267; DDR; DA. 1980; VOL. 60; NO 11; PP. 609-614; ABS. GER/RUS; BIBL. 8 REF.Article

ON THE INTEGRAL REPRESENTATION OF FUNCTIONALS OF ITO PROCESSESHAUSSMANN UG.1979; STOCHASTICS; GBR; DA. 1979; VOL. 3; NO 1; PP. 17-27; BIBL. 10 REF.Article

PARABOLIC ITO EQUATIONS WITH MONOTONE NONLINEARITIESMARCUS R.1978; J. FUNCTION. ANAL.; USA; DA. 1978; VOL. 29; NO 3; PP. 275-286; BIBL. 6 REF.Article

Optimal stabilization of stochastic systemsPHILLIS, Y. A.Journal of mathematical analysis and applications. 1983, Vol 94, Num 2, pp 489-500, issn 0022-247XArticle

Une extension du calcul d'Itô via le calcul des variations stochastiques = The extension of Itô calculus via the stochastic variation calculusALI SULEYMAN USTUNEL; MALLIAVIN, P.Comptes rendus des séances de l'Académie des sciences. Série 1, Mathématique. 1985, Vol 300, Num 9, pp 277-279, issn 0249-6291Article

Semi-martingales indexées par une partie de R^d et formule de Itô. Cas continu = Semimartingales indexed by a part of R^d and Itô formula. Continuous caseALLAIN, M.-F.Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 1984, Vol 65, Num 3, pp 421-444, issn 0044-3719Article

Une formule d'Itô pour les martingales continues à deux indices et quelques applications = An Itô formula for two parameter continuous martingales and some applicationsNUALART, D.Annales de l'Institut Henri Poincaré. Section B. Calcul des probabilités et statistiques. 1984, Vol 20, Num 3, pp 251-275, issn 0020-2347Article

On the Ito formula of noncausal typeOGAWA, S; SEKIGUCHI, T; YOSIDA, K et al.Proceedings of the Japan Academy. Series A Mathematical sciences. 1984, Vol 60, Num 7, pp 249-251, issn 0386-2194Article

Coupled Ito equations of continuous quantum state measurement and estimationDIOSI, Lajos; KONRAD, Thomas; SCHERER, Artur et al.Journal of physics. A, mathematical and general. 2006, Vol 39, Num 40, issn 0305-4470, L575-L581Article

A unified approach for studying stochastic stability in the quadratic mean and with probability oneBITSORIS, G.Automatique-productique informatique industrielle. 1985, Vol 19, Num 3, pp 261-279, issn 0296-1598Article

STOCHASTIC OPTIMAL CONTROL THEORY AND ITS COMPUTATIONAL METHODSTEO KL; REID DW; BOYD IE et al.1980; INTERNATION. J. SYST. SCI.; GBR; DA. 1980; VOL. 11; NO 1; PP. 77-95; BIBL. 20 REF.Article

LINEAR STOCHASTIC ITO EQUATIONS IN HILBERT SPACECURTAIN RF.1979; LECTURE NOTES CONTROL INFORM. SCI.; DEU; DA. 1979; NO 16; PP. 61-84; BIBL. 30 REF.Conference Paper