On the computability of a construction of Brownian motion.

George Davie Willem L. Fouché

Published in: Math. Struct. Comput. Sci. (2013)

Keyphrases

brownian motion
optimal stopping
differential equations
stochastic process
optimal control
stochastic processes
diffusion process
heavy traffic
vector valued
poisson process
closed form solutions
image processing
queue length
stochastic differential equations
control system
dynamic programming