Controlled diffusion processes.
Borkar, Vivek S.
Probability Surveys [electronic only], Tome 2 (2005), p. 213-244 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1214/154957805100000131
EUDML-ID : urn:eudml:doc:225307 
@article{05728579,
     title = {Controlled diffusion processes.},
     journal = {Probability Surveys [electronic only]},
     volume = {2},
     year = {2005},
     pages = {213-244},
     doi = {10.1214/154957805100000131},
     zbl = {1189.93143},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05728579}
}

Borkar, Vivek S. Controlled diffusion processes.. Probability Surveys [electronic only], Tome 2 (2005) pp. 213-244. doi : 10.1214/154957805100000131. http://gdmltest.u-ga.fr/item/05728579/