Conditional essential suprema with applications
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Publication:1430534
DOI10.1007/s00245-003-0776-4zbMath1049.60003OpenAlexW1979547553MaRDI QIDQ1430534
R. Jensen, Pierre Cardaliaguet, Emmanuel Nicholas Barron
Publication date: 27 May 2004
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-003-0776-4
Generalizations of martingales (60G48) Optimal stochastic control (93E20) Probabilistic measure theory (60A10) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45)
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