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The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control

The Resolvent of a Degenerate Diffusion on the Plane, with Application to Partially Observed Stochastic Control

Ioannis Karatzas and Daniel L. Ocone
  • 期刊名称The Annals of Applied Probability
  • 作者Ioannis Karatzas and Daniel L. Ocone
  • 卷第2卷
  • 期第3期
  • 印刷ISSN1050-5164
  • 文件大小3485.31KB
  • 发表时间1992-08
  • DOI10.2307/2959718
  • 页码629-668
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