Optimal Drift on [ 0, 1 ] (Q4321190)

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scientific article; zbMATH DE number 713819
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English
Optimal Drift on [ 0, 1 ]
scientific article; zbMATH DE number 713819

    Statements

    title
    Optimal Drift on [ 0, 1 ] (English)
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    author
    Susan Lee
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    publication date
    4 April 1995
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    zbMATH Keywords
    stochastic differential equations
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    hitting time
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    optimization
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    diffusions
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    reflecting boundary
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    optimal drift
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    Identifiers

    DOI
    10.2307/2154947
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    Mathematics Subject Classification ID
    60H10
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    60J60
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    60J65
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    zbMATH DE Number
    713819
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