Markov selection for constrained martingale problems
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DOI: 10.1214/19-ejp393
Abstract: Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the… read more here.
Keywords: process; markov selection; constrained martingale; strong markov ... See more keywords