Star-cumulants of free unitary Brownian motion.
Nizar DemniMathieu Guay-PaquetAlexandru NicaPublished in: Adv. Appl. Math. (2015)
Keyphrases
- brownian motion
- optimal stopping
- differential equations
- stochastic process
- optimal control
- diffusion process
- poisson process
- stochastic processes
- heavy traffic
- vector valued
- queue length
- markov chain
- stochastic differential equations
- closed form solutions
- dynamical systems
- steady state
- sufficient conditions
- level set