Stationary solutions and forward equations for controlled and singular martingale problems

DOI10.1214/EJP.v6-90zbMath0984.60086OpenAlexW2116659221MaRDI QIDQ5947980

Thomas G. Kurtz, Richard H. Stockbridge

Publication date: 10 December 2001

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121787

zbMATH Keywords

Markov processes stationary processes constrained Markov processes forward equations martingale problems singular controls

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Transition functions, generators and resolvents (60J35)

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