On Supermartingale Problems

DOI10.1007/978-981-10-4145-7_3zbMath1407.91291OpenAlexW2627066935MaRDI QIDQ3133719

Shigeo Kusuoka

Publication date: 5 February 2018

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-10-4145-7_3

zbMATH Keywords

stochastic differential equationmartingale problemsupermartingale

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Financial applications of other theories (91G80)

This page was built for publication: On Supermartingale Problems