Stochastic differential games

Linear and Quasi-linear Equations of Parabolic Type

1968 • 7,164 citations

Linear and Quasilinear Equations of Parabolic Type

1969 • 6,003 citations

Partial Differential Equations of Parabolic Type

1964 • 3,703 citations

Partial differential equations of parabolic type

1965 • 3,378 citations

Partial Differential Equations

2022 • 1,811 citations

Stochastic Differential Equations

2006 • 1,328 citations

Introduction to the theory of random processes

1969 • 1,113 citations

Partial Differential Equations

1969 • 971 citations

Diffusion processes with continuous coefficients, I

1969 • 373 citations

Stochastic Differential Equations

1974 • 305 citations

Optimal Control of Partially Observable Diffusions

1968 • 116 citations

Optimal Continuous-Parameter Stochastic Control

1969 • 111 citations

Diffusion processes with continuous coefficients, II

1969 • 109 citations

On the Existence of Optimal Stochastic Controls

1965 • 74 citations

Duality and a priori estimates in Markovian optimization problems

1966 • 47 citations

On the definition of differential games and the existence of value and of saddle points

1970 • 38 citations

Existence of value and of saddle points for differential games of pursuit and evasion

1970 • 35 citations

On Quasi-Linear Parabolic Equations of the Second Order

1958 • 22 citations

Weak Solutions of a Partial Differential Equation of Dynamic Programming

1971 • 21 citations

Existence of value and of saddle points for differential games of survival

1970 • 18 citations

On Quasi-Linear Parabolic Equations of the Second Order II

1960 • 10 citations