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On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes.
Yoichi Oshima
Published in:
SIAM J. Control. Optim. (2006)
Keyphrases
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diffusion processes
optimal stopping
diffusion process
brownian motion
anisotropic diffusion
finite horizon
information diffusion
diffusion equation
markov chain
denoising
partial differential equations
scale spaces
queue length
heavy traffic
stochastic process
image analysis
total variation
nonlinear diffusion