Stationary solutions and forward equations for controlled and singular martingale problems
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Publication:5947980
DOI10.1214/EJP.v6-90zbMath0984.60086MaRDI 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
Markov processes; stationary processes; constrained Markov processes; forward equations; martingale problems; singular controls
60J25: Continuous-time Markov processes on general state spaces
60G35: Signal detection and filtering (aspects of stochastic processes)
93E20: Optimal stochastic control
60J35: Transition functions, generators and resolvents
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