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Publication:2708943
zbMath0978.60095MaRDI QIDQ2708943
Publication date: 24 January 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stopping timediffusion processterminal valuemaximal inequalityNewton's lawOrnstein-Uhlenbeck velocity processfirst-order nonlinear differential equationLangevin stochastic differential equationEinstein-Smoluchowski theoryoptimal stoping
Gaussian processes (60G15) Brownian motion (60J65) Nonlinear ordinary differential equations and systems (34A34) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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