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Convex duality and the Skorokhod Problem. I
Home
Publications
Convex duality and the Skorokhod Problem. I
Convex duality and the Skorokhod Problem. I
Paul Dupuis
Paul Dupuis
Kavita Ramanan
Kavita Ramanan
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1 September 1999
journal article
Published by
Springer Nature
in
Probability Theory and Related Fields
Vol. 115
(2)
,
153-195
https://doi.org/10.1007/s004400050269
Abstract
No abstract available
Keywords
SKOROKHOD PROBLEM
SKOROKHOD MAP
CONVEX DUALITY
EM CLASS
PLUS PLUS
SOLUTION
Cited by 73 articles