Optimal Drift on [ 0, 1 ]
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Publication:4321190
DOI10.2307/2154947zbMath0810.60050OpenAlexW4247770333MaRDI QIDQ4321190
Publication date: 4 April 1995
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2154947
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)