Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift (Q2040040)
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scientific article; zbMATH DE number 7370692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift |
scientific article; zbMATH DE number 7370692 |
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Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift (English)
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9 July 2021
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discontinuous drift
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hitting probabilities
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optimal control problem
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two-dimensional Brownian motion
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