Mean stochastic comparison of diffusions (Q3322949)

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Mean stochastic comparison of diffusions
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    title
    Mean stochastic comparison of diffusions (English)
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    DOI
    10.1007/BF00532643
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    author
    Bruce Hajek
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    publication date
    1985
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    Mathematics Subject Classification ID
    60H10
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    93E20
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    60G60
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    zbMATH DE Number
    3854126
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    zbMATH Keywords
    comparison theorems
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    stochastic differential equations
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    Lyapunov functions
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    stochastic domination
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    local time
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    optimal control
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    stochastic control
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    two parameter processes
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    cites work
    Q3957683
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    Q5822308
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    Q3959169
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    Q3042112
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    Q4176238
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    Q4151478
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    Q3945324
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    Q5618806
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    Q5524051
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    Q3862204
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    Q4127143
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