scientific article; zbMATH DE number 4036823

MaRDI QIDQ3776313zbMATH OpenFDO

Authors Henrikas Pragarauskas, R. Mikulevicius

Publication date 1987

zbMATH Keywords

Green measuresset of positive measureIto processes

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

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Cited in

(3)

• Optimal Markov strategies for controlled Ito processes
• Green measures for Markov processes
• Parabolic Harnack inequality for the mixture of Brownian motion and stable process

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