Potentials of a Markov process are expected suprema

Author: Föllmer Hans   Knispel Thomas  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|89-101

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-03, pp. : 89-101

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Abstract