Exact solutions to the homing problem for a Wiener process with jumps (Q5151539)
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scientific article; zbMATH DE number 7313468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact solutions to the homing problem for a Wiener process with jumps |
scientific article; zbMATH DE number 7313468 |
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Exact solutions to the homing problem for a Wiener process with jumps (English)
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19 February 2021
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Brownian motion
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Poisson process
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first-passage time
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optimal stochastic control
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differential-difference equation
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