On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
- 1 January 1964
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Journal of the Society for Industrial and Applied Mathematics Series A Control
- Vol. 2 (1), 106-119
- https://doi.org/10.1137/0302009
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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- On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theoryJournal of Mathematical Analysis and Applications, 1964
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