Optimal Drift on [ 0, 1 ] (Q4321190)
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scientific article; zbMATH DE number 713819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Drift on [ 0, 1 ] |
scientific article; zbMATH DE number 713819 |
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Optimal Drift on [ 0, 1 ] (English)
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4 April 1995
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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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