𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Optimal Stopping Inequalities for the Integral of Brownian Paths

✍ Scribed by Goran Peškir


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
144 KB
Volume
222
Category
Article
ISSN
0022-247X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Optimal Control of the Obstacle for a Pa
✍ David R. Adams; Suzanne Lenhart 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 112 KB

An optimal control problem for a parabolic obstacle variational inequality is considered. The obstacle in L 2 0 T H 2 ∩ H 1 0 with ψ t ∈ L 2 Q is taken as the control, and the solution to the obstacle problem is taken as the state. The goal is to find the optimal control so that the state is close t

On-the-path random walk sampling for eff
✍ Mengen Chen; Wei Yang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

## Abstract A sampling method is proposed for the efficient acquisition of minimum free‐energy path (MFEP). Here, the MFEP optimization is realized based on the sampling via single on‐the‐path random walk simulation. The present strategy naturally ensures the on‐the‐path structural continuity so th

Metric Entropy of Integration Operators
✍ T Dunker; W Linde; T Kühn; M.A Lifshits 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 146 KB

Let T d : L 2 ([0, 1] d ) Ä C([0, 1] d ) be the d-dimensional integration operator. We show that its Kolmogorov and entropy numbers decrease with order at least k &1 (log k) d&1Â2 . From this we derive that the small ball probabilities of the Brownian sheet on [0, 1] d under the C([0, 1] d )-norm ca