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Excercises in stochastic analysis
Kybernetika, Tome 14 (1978), pp. 1-35
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Mandl, Petr; Lánská, Věra; Vrkoč, Ivo. Excercises in stochastic analysis. Kybernetika, Tome 14 (1978), pp. 1-35. http://geodesic.mathdoc.fr/item/KYB_1978_14_Suppl2_a0/

[1] K. J. Åström: Introduction to Stochastic Control Theory. Academic Press, New York-London 1970. | MR

[2] Р. З. Хасьминский: Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров. Наука, Москва 1969. | Zbl

[3] А. Е. Ельстольц С. Б. Норкин: Введение в теорию дифференциальных уравнений с отклоняющимся аргументом. Наука, Москва 1971. | Zbl

[4] W. H. Fleming R. W. Rishel: Deterministic and Stochastic Optimal Control. Springer-Verlag, Berlin-Heidelberg-New York 1975. | MR

[5] Й. И. Гихман А. В. Скороход: Стохастические дифференциальные уравнения. Наукова думка Киев 1968. | Zbl

[6] A. H. Jazwinski: Stochastic Processes and Filtering Theory. Academic Press, New York-London 1970. | Zbl

[7] H. J. Kushner: On the stability of the processes defined by stochastic difference-differential equations. J. of Diff. Equations 4 (1968), 424 - 443. | MR

[8] H. J. Kushner: Introduction to Stochastic Control. Holt, Rinehart and Winston, Inc., New York 1971. | MR | Zbl

[9] H. P. Mc Kean, Jr.: Stochastic Integrals. Academic Press, New York-London 1969. | MR

[10] E. Wong: Stochastic Processes in Informational and Dynamical Systems. Mc Graw-Hill, New York 1971.