Dynamics of a generic Brownian motion: Recursive aspects.

Willem L. Fouché

Published in: Theor. Comput. Sci. (2008)

Keyphrases

brownian motion
optimal stopping
stochastic differential equations
differential equations
stochastic process
diffusion process
optimal control
dynamical systems
stochastic processes
poisson process
vector valued
heavy traffic
closed form solutions
queue length
learning algorithm
random fields
cost function