Markov selection for constrained martingale problems (Q2279331)
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scientific article
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| English | Markov selection for constrained martingale problems |
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Markov selection for constrained martingale problems (English)
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12 December 2019
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constrained martingale problems
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boundary control
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Markov selection
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reflecting diffusion
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Wentzell boundary conditions
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nonlocal boundary conditions
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viscosity solution
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