Quantum Brownian motion and generalizations of Hermite polynomials.
Ramón F. Álvarez-EstradaPublished in: J. Comput. Appl. Math. (2011)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- heavy traffic
- vector valued
- stochastic processes
- queue length
- closed form solutions
- stochastic differential equations
- arrival rate
- inventory level
- optical flow
- infinite horizon
- anisotropic diffusion
- dynamical systems
- steady state
- markov chain