scientific article; zbMATH DE number 1619449

MaRDI QIDQ2725596zbMATH OpenFDO

Authors Anthony Phan

Publication date 25 March 2002

Full work available at URL http://www.numdam.org/item?id=SPS_2001__35__48_0, https://eudml.org/doc/114080

zbMATH Keywords

Azéma martingalesstructure equationuniqueness in law

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Stochastic control problems for systems driven by normal martingales
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