Stationary solutions and forward equations for controlled and singular martingale problems.

Kurtz, Thomas G., and Stockbridge, Richard H.. "Stationary solutions and forward equations for controlled and singular martingale problems.." Electronic Journal of Probability [electronic only] 6 (2001): Paper No. 17, 52 p., electronic only-Paper No. 17, 52 p., electronic only. <http://eudml.org/doc/121787>.

@article{Kurtz2001,
author = {Kurtz, Thomas G., Stockbridge, Richard H.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {singular controls; stationary processes; Markov processes; martingale problems; forward equations; constrained Markov processes},
language = {eng},
pages = {Paper No. 17, 52 p., electronic only-Paper No. 17, 52 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Stationary solutions and forward equations for controlled and singular martingale problems.},
url = {http://eudml.org/doc/121787},
volume = {6},
year = {2001},
}

TY - JOUR
AU - Kurtz, Thomas G.
AU - Stockbridge, Richard H.
TI - Stationary solutions and forward equations for controlled and singular martingale problems.
JO - Electronic Journal of Probability [electronic only]
PY - 2001
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 6
SP - Paper No. 17, 52 p., electronic only
EP - Paper No. 17, 52 p., electronic only
LA - eng
KW - singular controls; stationary processes; Markov processes; martingale problems; forward equations; constrained Markov processes
UR - http://eudml.org/doc/121787
ER -