scientific article; zbMATH DE number 4009455

zbMATH Open0622.60058MaRDI QIDQ3759629FDOQ3759629

Authors: Martin T. Barlow, S. D. Jacka 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic controlweak convergence for martingales

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Optimal stochastic control (93E20)

Cited In (2)

• Convergence in distribution and Skorokhod convergence for the general theory of processes
• Mirror and synchronous couplings of geometric Brownian motions

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