Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (Q457806): Difference between revisions
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| Property / DOI: 10.1214/ECP.V19-2846 / rank | |||
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Latest revision as of 18:06, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time |
scientific article |
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Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time (English)
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29 September 2014
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Bessel process
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diffusion rate
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stochastic optimization
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perturbation theory
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principle eigenvalue
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fully nonlinear elliptic operator
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