Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (Q457806): Difference between revisions

@@ Property / DOI @@
-.1214/ECP.v19-2846
@@ Property / DOI: 10.1214/ECP.v19-2846 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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@@ Property / zbMATH DE Number @@
+6349206
@@ Property / zbMATH DE Number: 6349206 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bessel process
@@ Property / zbMATH Keywords: Bessel process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+diffusion rate
@@ Property / zbMATH Keywords: diffusion rate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic optimization
@@ Property / zbMATH Keywords: stochastic optimization / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+perturbation theory
@@ Property / zbMATH Keywords: perturbation theory / rank @@
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@@ Property / zbMATH Keywords @@
+principle eigenvalue
@@ Property / zbMATH Keywords: principle eigenvalue / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fully nonlinear elliptic operator
@@ Property / zbMATH Keywords: fully nonlinear elliptic operator / rank @@
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@@ Property / MaRDI profile type @@
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@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / arXiv ID @@
+.3326
@@ Property / arXiv ID: 1307.3326 / rank @@
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@@ Property / OpenAlex ID @@
+W1992502477
@@ Property / OpenAlex ID: W1992502477 / rank @@
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@@ Property / DOI @@
+.1214/ECP.V19-2846
@@ Property / DOI: 10.1214/ECP.V19-2846 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:457806