Multiplicative Brownian Motion Stabilizes the Exact Stochastic Solutions of the Davey-Stewartson Equations.
Farah M. Al-AskarClemente CesaranoWael W. MohammedPublished in: Symmetry (2022)
Keyphrases
- production cost
- brownian motion
- stochastic differential equations
- differential equations
- closed form solutions
- stochastic process
- diffusion process
- optimal control
- stochastic processes
- maximum a posteriori estimation
- poisson process
- vector valued
- heavy traffic
- fractional brownian motion
- queue length
- markov chain
- mathematical model
- search space
- non stationary
- arrival rate
- reinforcement learning
- constrained optimization
- anisotropic diffusion
- random fields