An Inverse Optimal Stopping Problem for Diffusion Processes.

Thomas Kruse Philipp Strack

Published in: Math. Oper. Res. (2019)

Keyphrases

diffusion processes
optimal stopping
brownian motion
diffusion process
anisotropic diffusion
finite horizon
information diffusion
stochastic process
diffusion equation
partial differential equations
denoising
nonlinear diffusion
queue length
total variation
image processing
scale spaces
social media
image analysis