Mean stochastic comparison of diffusions (Q3322949)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean stochastic comparison of diffusions |
scientific article |
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Mean stochastic comparison of diffusions (English)
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1985
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comparison theorems
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stochastic differential equations
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Lyapunov functions
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stochastic domination
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local time
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optimal control
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stochastic control
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two parameter processes
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0.90490675
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0.8919937
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0.8904352
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