A stability theorem for stochastic differential equations and application to stochastic control problems (Q3347046): Difference between revisions

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+Weak and strong solutions of stochastic differential equations
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+On Benes' bang-bang control problem
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+A Functional Central Limit Theorem for Semimartingales
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+Weak convergence of probability measures and random functions in the function space <i>D</i>[0,∞)
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+ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
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+Stopping times and tightness
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+Dependent central limit theorems and invariance principles
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+Publication:3347046