Super-Brownian Motion with Extra Birth at One Point.

Klaus Fleischmann Carl Mueller

Published in: SIAM J. Math. Anal. (2005)

Keyphrases

brownian motion
optimal stopping
stochastic process
optimal control
differential equations
diffusion process
stochastic processes
vector valued
poisson process
heavy traffic
stochastic differential equations
closed form solutions
image processing
markov chain
control strategy