Continuous-time monotone stochastic recursions and duality (Q4507949)
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scientific article; zbMATH DE number 1515466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time monotone stochastic recursions and duality |
scientific article; zbMATH DE number 1515466 |
Statements
Continuous-time monotone stochastic recursions and duality (English)
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14 January 2001
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stability conditions
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monotonicity conditions
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dual recursion
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inventory processes
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two-sided reflection
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diffusions with or without jumps
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