A domain-theoretic approach to Brownian motion and general continuous stochastic processes.
Paul BilokonAbbas EdalatPublished in: Theor. Comput. Sci. (2017)
Keyphrases
- brownian motion
- stochastic processes
- stochastic process
- diffusion process
- differential equations
- random fields
- probability distribution
- optimal control
- poisson process
- vector valued
- markov chain
- special case
- queue length
- steady state
- random variables
- closed form solutions
- heavy traffic
- graph cuts
- pairwise
- conditional independence
- dynamic programming
- optical flow