Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT - MaRDI portal

A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT (Q3520440)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT
scientific article

    Statements

    title
    A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT (English)
    0 references
    author
    Stefan Ankirchner
    0 references
    Gregor Heyne
    0 references
    Peter Imkeller
    0 references
    publication date
    26 August 2008
    0 references
    zbMATH Keywords
    Skorokhod embedding
    0 references
    Brownian motion
    0 references
    diffusion
    0 references
    stopping time
    0 references
    control theory
    0 references
    BSDE
    0 references
    quadratic growth
    0 references
    Malliavin calculus
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60G40
    0 references
    60G44
    0 references
    60J65
    0 references
    60F05
    0 references
    60F17
    0 references
    zbMATH DE Number
    5316231
    0 references
    OpenAlex ID
    W1981167448
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3520440&oldid=37249630"
    Powered by MediaWiki