Optimal Switching Between a Pair of Brownian Motions

Stochastic Processes and their Applications - Netherlands
doi 10.1016/0304-4149(87)90092-5
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

On Infection Spreading Between Independent Brownian Motions

Kyushu Journal of Mathematics
Mathematics
2010English

On the Duality Between Coalescing Brownian Motions

Canadian Journal of Mathematics
Mathematics
2005English

Brownian Motions of Ellipsoids

Transactions of the American Mathematical Society
MathematicsApplied Mathematics
1986English

Correction To: A Boundary Property of Semimartingale Reflecting Brownian Motions

Probability Theory and Related Fields
UncertaintyStatisticsProbabilityAnalysis
1989English

Multilevel Dyson Brownian Motions via Jack Polynomials

Probability Theory and Related Fields
UncertaintyStatisticsProbabilityAnalysis
2014English

On Independent Times and Positions for Brownian Motions

Revista Matematica Iberoamericana
Mathematics
2002English

A Stochastic Differential Equation SIS Epidemic Model With Two Independent Brownian Motions

Journal of Mathematical Analysis and Applications
Applied MathematicsAnalysis
2019English

On the Time to Reach Maximum for a Variety of Constrained Brownian Motions

Journal of Physics A: Mathematical and Theoretical
StatisticsProbabilityNonlinear PhysicsSimulationMathematical PhysicsStatisticalModelingAstronomyPhysics
2008English

Construction of the Paths of Brownian Motions on Star Graphs II

Communications on Stochastic Analysis
StatisticsProbability
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy