Brownian motion, fluctuation and life.

Toshio Yanagida Masahiro Ueda Tsutomu Murata Seiji Esaki Yoshiharu Ishii

Published in: Biosyst. (2007)

Keyphrases

brownian motion
optimal stopping
differential equations
stochastic process
optimal control

diffusion process
poisson process
heavy traffic
stochastic processes
vector valued

stochastic differential equations
queue length
arrival rate
closed form solutions

stock market
dynamic programming
cost function
queueing networks