L'équation de Zakai et le problème séparé du contrôle optimal stochastique
Séminaire de probabilités, Tome 19 (1985), pp. 37-62 
@article{SPS_1985__19__37_0,
     author = {Haussmann, Ulrich G.},
     title = {L'\'equation de {Zakai} et le probl\`eme s\'epar\'e du contr\^ole optimal stochastique},
     journal = {S\'eminaire de probabilit\'es},
     pages = {37--62},
     year = {1985},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {19},
     mrnumber = {889467},
     zbl = {0555.60027},
     language = {fr},
     url = {https://www.numdam.org/item/SPS_1985__19__37_0/}
}
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Haussmann, Ulrich G. L'équation de Zakai et le problème séparé du contrôle optimal stochastique. Séminaire de probabilités, Tome 19 (1985), pp. 37-62. https://www.numdam.org/item/SPS_1985__19__37_0/

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