On local times of Martin-Löf random Brownian motion.

Willem L. Fouché Safari Mukeru

Published in: Theor. Comput. Sci. (2023)

Keyphrases

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