The Law of the Iterated Logarithm for Algorithmically Random Brownian Motion.

Bjørn Kjos-Hanssen Anil Nerode

Published in: LFCS (2007)

Keyphrases

brownian motion
optimal stopping
stochastic process
differential equations
diffusion process
optimal control
heavy tailed
poisson process
stochastic processes
heavy traffic
vector valued
queue length
closed form solutions
stochastic model
image segmentation
markov chain
edge detection