Forcing a stochastic process to stay in or to leave a given region
From MaRDI portal
Publication:805589
DOI10.1214/AOAP/1177005986zbMath0728.93078OpenAlexW2021497571MaRDI QIDQ805589
Publication date: 1991
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005986
Related Items (6)
Stochastic bargaining models ⋮ On a pursuit problem ⋮ A stochastic hunting model involving two countries ⋮ Reducing a nonlinear dynamic programming equation to a kolomogorov equation ⋮ Exit probability for an integrated geometric Brownian motion ⋮ Lqg problems with a possibly infinite final cost
This page was built for publication: Forcing a stochastic process to stay in or to leave a given region