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Role of time scales for the non-Gaussianity of the Brownian motion combined with intermittent adsorption.
Itsuo Hanasaki
Satoshi Uehara
Satoyuki Kawano
Published in:
J. Comput. Sci. (2015)
Keyphrases
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brownian motion
optimal stopping
stochastic process
differential equations
diffusion process
optimal control
stochastic processes
heavy traffic
poisson process
vector valued
stochastic differential equations
control system
cost function