{"id":"https://openalex.org/W1858128010","doi":"https://doi.org/10.1137/151004252","title":"A Pseudo-Markov Property for Controlled Diffusion Processes","display_name":"A Pseudo-Markov Property for Controlled Diffusion Processes","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W1858128010","doi":"https://doi.org/10.1137/151004252","mag":"1858128010"},"language":"en","primary_location":{"id":"doi:10.1137/151004252","is_oa":false,"landing_page_url":"https://doi.org/10.1137/151004252","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1501.03939","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5053277401","display_name":"Julien Claisse","orcid":"https://orcid.org/0000-0002-8484-6569"},"institutions":[{"id":"https://openalex.org/I142476485","display_name":"\u00c9cole Polytechnique","ror":"https://ror.org/05hy3tk52","country_code":"FR","type":"education","lineage":["https://openalex.org/I142476485","https://openalex.org/I4210145102"]},{"id":"https://openalex.org/I4210107641","display_name":"Centre de Math\u00e9matiques Appliqu\u00e9es de l'\u00c9cole polytechnique","ror":"https://ror.org/012e1xn46","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I142476485","https://openalex.org/I4210107641","https://openalex.org/I4210141950","https://openalex.org/I4210145102"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Julien Claisse","raw_affiliation_strings":["Centre de Math\u00e9matiques Appliqu\u00e9es, \u00c9cole Polytechnique"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Centre de Math\u00e9matiques Appliqu\u00e9es, \u00c9cole Polytechnique","institution_ids":["https://openalex.org/I142476485","https://openalex.org/I4210107641"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087696256","display_name":"Denis Talay","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Denis Talay","raw_affiliation_strings":["TO Simulate and CAlibrate stochastic models"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"TO Simulate and CAlibrate stochastic models","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102846973","display_name":"Xiaolu Tan","orcid":"https://orcid.org/0000-0002-9707-5265"},"institutions":[{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Xiaolu Tan","raw_affiliation_strings":["CEntre de REcherches en MAth\u00e9matiques de la DEcision"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEntre de REcherches en MAth\u00e9matiques de la DEcision","institution_ids":["https://openalex.org/I171048554"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.7566,"has_fulltext":false,"cited_by_count":33,"citation_normalized_percentile":{"value":0.92669544,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"54","issue":"2","first_page":"1017","last_page":"1029"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9901999831199646,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.7671701908111572},{"id":"https://openalex.org/keywords/sketch","display_name":"Sketch","score":0.6829306483268738},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.6320047378540039},{"id":"https://openalex.org/keywords/property","display_name":"Property (philosophy)","score":0.6306931376457214},{"id":"https://openalex.org/keywords/markov-property","display_name":"Markov property","score":0.5653367042541504},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.51697838306427},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5018112659454346},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.49289488792419434},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4878073036670685},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.469316691160202},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4081585705280304},{"id":"https://openalex.org/keywords/calculus","display_name":"Calculus (dental)","score":0.39155542850494385},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.38485389947891235},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.38084936141967773},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.27779126167297363},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.2636549472808838},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.09841415286064148},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.06288060545921326}],"concepts":[{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.7671701908111572},{"id":"https://openalex.org/C2779231336","wikidata":"https://www.wikidata.org/wiki/Q7534724","display_name":"Sketch","level":2,"score":0.6829306483268738},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.6320047378540039},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.6306931376457214},{"id":"https://openalex.org/C189973286","wikidata":"https://www.wikidata.org/wiki/Q176695","display_name":"Markov property","level":4,"score":0.5653367042541504},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.51697838306427},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5018112659454346},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.49289488792419434},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4878073036670685},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.469316691160202},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4081585705280304},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.39155542850494385},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.38485389947891235},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.38084936141967773},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.27779126167297363},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.2636549472808838},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.09841415286064148},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.06288060545921326},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1137/151004252","is_oa":false,"landing_page_url":"https://doi.org/10.1137/151004252","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1501.03939","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1501.03939","pdf_url":"https://arxiv.org/pdf/1501.03939","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:basepub.dauphine.psl.eu:123456789/14621","is_oa":false,"landing_page_url":"https://arxiv.org/abs/1501.03939v1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"},{"id":"pmh:oai:HAL:hal-01429545v1","is_oa":true,"landing_page_url":"https://hal.science/hal-01429545","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SIAM Journal on Control and Optimization, 2016, 54 (2), pp.1017 - 1029. ⟨10.1137/151004252⟩","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:basepub.dauphine.fr:123456789/14621","is_oa":false,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/14621","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"},{"id":"pmh:oai:basepub.dauphine.fr:123456789/19702","is_oa":false,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/19702","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1501.03939","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1501.03939","pdf_url":"https://arxiv.org/pdf/1501.03939","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W1626314196","https://openalex.org/W2007849171","https://openalex.org/W2074741901","https://openalex.org/W2078360192","https://openalex.org/W2089983145","https://openalex.org/W4243590097"],"related_works":["https://openalex.org/W2378994405","https://openalex.org/W2385974820","https://openalex.org/W2373478030","https://openalex.org/W2378679551","https://openalex.org/W3149739944","https://openalex.org/W2392363776","https://openalex.org/W2986907754","https://openalex.org/W4299281095","https://openalex.org/W3134426083","https://openalex.org/W3149209695"],"abstract_inverted_index":{"In":[0],"this":[1],"note,":[2],"we":[3],"propose":[4],"two":[5,85],"different":[6],"approaches":[7],"to":[8,25],"rigorously":[9],"justify":[10],"a":[11,40,71],"pseudo-Markov":[12],"property":[13],"for":[14],"controlled":[15,72],"diffusion":[16],"processes":[17],"which":[18],"is":[19,60],"often":[20],"(explicitly":[21],"or":[22],"implicitly)":[23],"used":[24],"prove":[26],"the":[27,32,66],"dynamic":[28],"programming":[29],"principle":[30],"in":[31],"stochastic":[33],"control":[34],"literature.":[35],"The":[36,57],"first":[37],"approach":[38,59],"develops":[39],"sketch":[41],"of":[42,65],"proof":[43],"proposed":[44],"by":[45,83],"Fleming":[46],"and":[47,70,79],"Souganidis":[48],"[Indiana":[49],"Univ.":[50],"Math.":[51],"J.,":[52],"38":[53],"(1989),":[54],"pp.":[55],"293--314].":[56],"second":[58],"based":[61],"on":[62],"an":[63],"enlargement":[64],"original":[67],"state":[68],"space":[69],"martingale":[73],"problem.":[74],"We":[75],"clarify":[76],"some":[77],"measurability":[78],"topological":[80],"issues":[81],"raised":[82],"these":[84],"approaches.":[86]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-28T07:46:37.118299","created_date":"2025-10-10T00:00:00"}