Login / Signup
On Striking Identities About the Exponential Functionals of the Brownian Bridge and Brownian Motion.
Catherine Donati-Martin
Hiroyuki Matsumoto
Marc Yor
Published in:
Period. Math. Hung. (2000)
Keyphrases
</>
brownian motion
optimal stopping
differential equations
stochastic process
optimal control
diffusion process
poisson process
stochastic processes
vector valued
heavy traffic
closed form solutions
special case
higher order
queue length
random fields
stochastic model
asymptotically optimal
arrival rate
cost function