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    Statements

    author
    Wilfrid S. Kendall
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    publication date
    26 June 1992
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    zbMATH Keywords
    convexity
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    convex geometry
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    Dirichlet problems
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    \(\Gamma\)-martingale
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    \(\Gamma\)-martingale tightness
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    stochastic control
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    value function
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    nonconfluence
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    Identifiers

    Mathematics Subject Classification ID
    58J65
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    60G48
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    26B25
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    zbMATH DE Number
    19290
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