Maximizing a Function of the Survival Time of aWiener Process in an Interval (Q2914793)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing a Function of the Survival Time of aWiener Process in an Interval |
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Maximizing a Function of the Survival Time of aWiener Process in an Interval (English)
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21 September 2012
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one-dimensional Wiener process
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stochastic differential equation
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two-dimensional degenerate diffusion process
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