EUDML | Minimization of the Kullback information of diffusion processes

Loading [MathJax]/extensions/MathZoom.js

Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

Displaying similar documents to “Minimization of the Kullback information of diffusion processes”

Tightness results for laws of diffusion processes application to stochastic mechanics

W. A. Zheng (1985)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Symmetric reflected diffusions

E. Pardoux, R. J. Williams (1994)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions

Leszek Słomínski (1993)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Potential theory for a family of several Markov processes

Steven N. Evans (1987)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Tightness criteria for laws of semimartingales

P. A. Meyer, W. A. Zheng (1984)

Annales de l'I.H.P. Probabilités et statistiques

Similarity: