Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705)
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scientific article; zbMATH DE number 7060096
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| English | Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process |
scientific article; zbMATH DE number 7060096 |
Statements
Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (English)
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28 May 2019
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impulsively controlled diffusion process
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Kolmogorov's forward equation
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stochastic impulse control problem
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0.746544599533081
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0.7233807444572449
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0.7168814539909363
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