Stochastic control by measure transformation: A general existence result
type: Item
instance of: scholarly article
title: Stochastic control by measure transformation: A general existence result
zbMATH Open document ID: 0454.93057
DOI: 10.1016/0020-0255(80)90029-8
published in: Information Sciences
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 3711876
zbMATH Keywords: semimartingale
zbMATH Keywords: martingale
author: Mark H. A. Davis
author: Michael Kohlmann
MaRDI profile type: Publication
full work available at URL: 0020-0255(80)90029-8
OpenAlex ID: W2075514830
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description: scientific article; zbMATH DE number 3711876