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scientific article; zbMATH DE number 1738342 - MaRDI portal

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zbMath0990.60043MaRDI QIDQ4529798

Kavita Ramanan, Paul Dupuis

Publication date: 7 May 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control solution Skorokhod problem explicit formula domains with corners

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

The Skorohod oblique reflection problem in time-dependent domains ⋮ A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.

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