Mean stochastic comparison of diffusions (Q3322949): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean stochastic comparison of diffusions |
scientific article |
Statements
Mean stochastic comparison of diffusions (English)
0 references
1985
0 references
comparison theorems
0 references
stochastic differential equations
0 references
Lyapunov functions
0 references
stochastic domination
0 references
local time
0 references
optimal control
0 references
stochastic control
0 references
two parameter processes
0 references
