dc.date.accessioned | 2013-03-12T08:18:47Z | |
dc.date.available | 2013-03-12T08:18:47Z | |
dc.date.issued | 2002 | en_US |
dc.date.submitted | 2010-02-15 | en_US |
dc.identifier.uri | http://hdl.handle.net/10852/10672 | |
dc.description.abstract | This paper shows a version of Arrow's generalization of Mangasarian's sufficient conditions valid for controlled stochastic differential equations driven by semimartingales. The infinite case is covered. An example is given. | eng |
dc.language.iso | eng | en_US |
dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
dc.rights | © The Author(s) (2002). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
dc.title | ARROW-MANGASARIAN SUFFICIENT CONDITIONS FOR CONTROLLED SEMIMARTINGALES | en_US |
dc.type | Research report | en_US |
dc.date.updated | 2010-02-15 | en_US |
dc.rights.holder | Copyright 2002 The Author(s) | |
dc.creator.author | Framstad, Nils Christian | en_US |
dc.subject.nsi | VDP::410 | en_US |
dc.identifier.urn | URN:NBN:no-24232 | en_US |
dc.type.document | Forskningsrapport | en_US |
dc.identifier.duo | 99295 | en_US |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10672/1/pm04-02.pdf | |