Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant (Q5168866)
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scientific article; zbMATH DE number 6318815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant |
scientific article; zbMATH DE number 6318815 |
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21 July 2014
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large deviations
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semimartingale reflected Brownian motion
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variational problem
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optimal paths
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math.PR
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