Keywords
- Stochastic Differential Equation
- Riccati Equation
- Wiener Process
- Boundary Control
- Admissible Control
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© 1987 Springer-Verlag
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Ichikawa, A. (1987). The separation principle for stochastic differential equations with unbounded coefficients. In: Da Prato, G., Tubaro, L. (eds) Stochastic Partial Differential Equations and Applications. Lecture Notes in Mathematics, vol 1236. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0072888
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DOI: https://doi.org/10.1007/BFb0072888
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