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Contractive approximations for the Varadhan's function on a finite Markov chain
2007
Teorija verojatnostej i ee primenenija
9. Эллиотт P. Стохастический анализ и его приложения. М.: Мир, 1986, 351 с. 10. Kobylanski М. Backward stochastic differential equations and partial differential equa tions with quadratic growth. -Ann. Probab., 2000, v. 28, №2, p. 558-602. 11. Lepingle D., Memin J. Sur I'integrabilite uniforme des martingales exponentielles. -Z. Wahrscheinlichkeitstheor. Verw. Geb., 1978, v. 42, №3, p. 175-203. 12. Mania M., Santacroce M., Tevzadze R. A semimartingale BSDE related to the minimal entropy
doi:10.4213/tvp182
fatcat:bedjyfpohjamvdib5escw2wfpe