Smallest \(g\)-supersolution with constraint
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Publication:1589807
DOI10.1007/s11766-000-0053-0zbMath0973.60065MaRDI QIDQ1589807
Publication date: 18 November 2001
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-000-0053-0
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G48: Generalizations of martingales
91G80: Financial applications of other theories
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