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Online minimum search for Brownian motion and the Cauchy process: Multiple approaches - MaRDI portal

Online minimum search for Brownian motion and the Cauchy process: Multiple approaches

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Publication:6515527

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arXiv2312.17705MaRDI QIDQ6515527

Shannon Starr, Erik Wu

Has companion code repository: https://github.com/erikwu1/onlinesearchmethods

Mathematics Subject Classification ID

General theory of random and stochastic dynamical systems (37H05) Neural nets and related approaches to inference from stochastic processes (62M45)

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