Convex geometry and nonconfluent γ-martingales II: well-posedness and γ-martingale convergence (Q3991739)
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scientific article; zbMATH DE number 37475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex geometry and nonconfluent γ-martingales II: well-posedness and γ-martingale convergence |
scientific article; zbMATH DE number 37475 |
Statements
Convex geometry and nonconfluent γ-martingales II: well-posedness and γ-martingale convergence (English)
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28 June 1992
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convex geometry
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Dirichlet problems
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\(\Gamma\)-martingale convergence theorem
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Liouville property for \(\Gamma\)-martingales
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stochastic control
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value function
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nonconfluence
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