Brownian motion, fluctuation and life.
Toshio YanagidaMasahiro UedaTsutomu MurataSeiji EsakiYoshiharu IshiiPublished 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