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An approach to generate deterministic Brownian motion.
Guillermo Huerta-Cuéllar
E. Jiménez-López
Eric Campos-Cantón
Alexander N. Pisarchik
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2014)
Keyphrases
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brownian motion
optimal stopping
stochastic process
differential equations
diffusion process
optimal control
stochastic processes
poisson process
vector valued
heavy traffic
queue length
closed form solutions
stochastic differential equations