Kolmogorov complexity and the geometry of Brownian motion.
Willem L. FouchéPublished in: Math. Struct. Comput. Sci. (2015)
Keyphrases
- kolmogorov complexity
- brownian motion
- stochastic process
- differential equations
- diffusion process
- optimal control
- poisson process
- inductive inference
- stochastic processes
- vector valued
- heavy traffic
- stochastic differential equations
- queue length
- closed form solutions
- complexity measures
- markov chain
- bayesian networks
- dynamic programming
- lower bound