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

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Optimizing a variable-rate diffusion to hit an infinitesimal target at a set time
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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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