Control and stopping of a diffusion process on an interval (Q1296591): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aoap/1029962601 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1987538014 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3925594 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5604273 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimal Stopping of a Markov Process / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4002114 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Continuous-Time Red and Black: How to Control a Diffusion to a Goal / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4172681 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 20:24, 28 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Control and stopping of a diffusion process on an interval |
scientific article |
Statements
Control and stopping of a diffusion process on an interval (English)
0 references
27 June 2000
0 references
optimal stopping
0 references
stopping time
0 references