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On Supermartingale Problems - MaRDI portal

On Supermartingale Problems (Q3133719)

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On Supermartingale Problems
scientific article

    Statements

    title
    On Supermartingale Problems (English)
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    author
    Shigeo Kusuoka
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    publication date
    5 February 2018
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    zbMATH Keywords
    martingale problem
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    supermartingale
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    stochastic differential equation
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    60G48
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    60H10
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    zbMATH DE Number
    6834269
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    OpenAlex ID
    W2627066935
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