Stochastic Thermodynamics of Brownian Motion.
Grégoire NicolisYannick De DeckerPublished in: Entropy (2017)
Keyphrases
- brownian motion
- stochastic process
- optimal stopping
- differential equations
- optimal control
- stochastic processes
- diffusion process
- poisson process
- heavy traffic
- vector valued
- stochastic differential equations
- queue length
- stochastic model
- closed form solutions
- markov chain
- heavy tailed
- infinite horizon
- inventory level
- steady state
- image processing