Minimizing the time spent in an interval by a Wiener process with uniform jumps (Q4989548)
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scientific article; zbMATH DE number 7351019
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| English | Minimizing the time spent in an interval by a Wiener process with uniform jumps |
scientific article; zbMATH DE number 7351019 |
Statements
25 May 2021
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Brownian motion
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Poisson process
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first-passage time
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optimal stochastic control
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integro-differential equation
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0.7961202263832092
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0.7666869163513184
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0.7608118057250977
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0.7574875950813293
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0.7551179528236389
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