An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier.
Andreas E. KyprianouAntonio Murillo-SalasJosé Luis PérezPublished in: J. Appl. Probab. (2012)
Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- optimal control
- diffusion process
- poisson process
- heavy traffic
- vector valued
- stochastic processes
- closed form solutions
- markov chain
- wavelet packet
- stochastic differential equations
- arrival rate
- queue length
- stochastic model
- gaussian process
- dynamical systems
- wavelet transform