A supermartingale characterization of sets of stochastic integrals and applications

Probability Theory and Related Fields

Volumn 123, Issue 4, 2002, Pages 521-552

  Krylov, N V ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Diffusion approximation; Optimal control; Stochastic differential equations; Weak convergence

Indexed keywords

EID: 0036025137     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100190     Document Type: Article

References (25)

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