Controlling the velocity of Brownian motion by its terminal value (Q2708943)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlling the velocity of Brownian motion by its terminal value |
scientific article |
Statements
24 January 2002
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Langevin stochastic differential equation
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terminal value
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optimal stoping
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maximal inequality
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Newton's law
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Einstein-Smoluchowski theory
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first-order nonlinear differential equation
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stopping time
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diffusion process
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Ornstein-Uhlenbeck velocity process
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Controlling the velocity of Brownian motion by its terminal value (English)
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