Minimization of the expected first-passage area for a one-dimensional diffusion process

DOI10.1080/02331934.2025.2531054MaRDI QIDQ6848074zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 6 March 2026

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2025.2531054

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

Cites work

• Homing Problems With Control in the Diffusion Coefficient
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 3126094 (Why is no real title available?)
• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• Minimizing the time spent in an interval by a Wiener process with uniform jumps
• On the first-passage area of a one-dimensional jump-diffusion process

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