Factorization in Fq(x) and Brownian Motion.
Jennie C. HansenPublished in: Comb. Probab. Comput. (1993)
Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- differential equations
- optimal control
- diffusion process
- poisson process
- vector valued
- heavy traffic
- stochastic processes
- closed form solutions
- pairwise
- low rank
- queue length
- stochastic differential equations
- dynamical systems
- stochastic model
- markov chain
- dynamic programming
- special case