Convex geometry and nonconfluent γ-martingales II: well-posedness and γ-martingale convergence

DOI10.1080/17442509208833751zbMath0758.58036OpenAlexW2010613558MaRDI QIDQ3991739

Wilfrid S. Kendall

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833751

zbMATH Keywords

Dirichlet problemsstochastic controlvalue functionconvex geometrynonconfluence\(\Gamma\)-martingale convergence theoremLiouville property for \(\Gamma\)-martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes and stochastic analysis on manifolds (58J65) Convexity of real functions of several variables, generalizations (26B25)

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