Stationary solutions and forward equations for controlled and singular martingale problems (Q5947980)

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scientific article; zbMATH DE number 1667128
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English
Stationary solutions and forward equations for controlled and singular martingale problems
scientific article; zbMATH DE number 1667128

    Statements

    Stationary solutions and forward equations for controlled and singular martingale problems (English)
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    10 December 2001
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    singular controls
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    stationary processes
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    Markov processes
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    martingale problems
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    forward equations
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    constrained Markov processes
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