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Stochastic exit time problems arising in process control

✍ Scribed by Clark, J. M.C.; Vinter, R. B.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Verification by Stochastic Perron's Meth

✍ Rokhlin, Dmitry B. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 745 KB

On a stochastic control problem with exi

✍ Martin Day 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 324 KB

Stochastic time-optimal control problems

✍ Zhang, W.; Elliott, D. 📂 Article 📅 1988 🏛 The Institution of Electrical Engineers ⚖ 769 KB

On a PDE Arising in One-Dimensional Stoc

✍ Ricardo Josa-Fombellida; Juan Pablo Rincón-Zapatero 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 640 KB

Limiting Exit Location Distributions in

✍ Maier, Robert S.; Stein, Daniel L. 📂 Article 📅 1997 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 604 KB

Exit time problems for nonlinear unbound

✍ Sartori, C.; Motta, M. 📂 Article 📅 1999 🏛 American Institute of Mathematical Sciences 🌐 English ⚖ 49 KB