A q-random walk approximated by a q-Brownian motion.
Malvina VamvakariPublished in: Electron. Notes Discret. Math. (2017)
Keyphrases
- random walk
- brownian motion
- stochastic process
- markov chain
- differential equations
- optimal control
- diffusion process
- poisson process
- vector valued
- stochastic processes
- heavy traffic
- queue length
- steady state
- stationary distribution
- dynamical systems
- closed form solutions
- inventory level
- transition probabilities
- image processing
- state space
- multiscale