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Some Results on Brownian Motion Perturbed by Alternating Jumps in Biological Modeling.
Antonio Di Crescenzo
Antonella Iuliano
Barbara Martinucci
Published in:
EUROCAST (1) (2013)
Keyphrases
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brownian motion
stochastic process
optimal stopping
markov chain
differential equations
diffusion process
optimal control
poisson process
stochastic processes
vector valued
multiscale
sufficient conditions
queue length