The smallest g-supermartingale and reflected BSDE with single and double obstacles
Shige Peng, Mingyu Xu (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Shige Peng, Mingyu Xu (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Stefan Ankirchner, Peter Imkeller (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Kai Lai Chung (1973)
Annales de l'institut Fourier
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A complete form of the classical theorem by Gauss-M. Riesz-Frostman is given for a large of Markov processes without the usual hypothesis of duality. The idea leads to a probabilistic solution of Robin’s problem and it is based on the last exit time from a transient set.
Nathalie Eisenbaum, Yueyun Hu (2003)
Annales de l'I.H.P. Probabilités et statistiques
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S. Beghdadi-Sakrani (2003)
Annales de l'I.H.P. Probabilités et statistiques
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