The following pages link to (Q3789468):
Displaying 6 items.
- Maximizing the mean exit time of a Brownian motion from an interval (Q538913) (← links)
- Hitting lines at minimal cost with a Gaussian process (Q923042) (← links)
- Last hitting time for the integral of the Brownian motion (Q1315400) (← links)
- First‐passage densities of controlled Gaussian processes (Q4206177) (← links)
- On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost (Q5074419) (← links)
- A different class of homing problems (Q5941044) (← links)