Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/51969| Title: | Properties of optimal stopping and exit times for diffusion processes and random walks |
| Authors: | Tomashyk, V. V. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2013 |
| Publisher: | Minsk : Publ. center of BSU |
| Citation: | Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 218-220 |
| Abstract: | The main goal of the work is to study the limit behavior of optimal stopping and exit times for some classes of random processes, in particular Ito’s diffusion, random walk and diffusion process with non-Lipschitz diffusion coefficient. |
| URI: | http://elib.bsu.by/handle/123456789/51969 |
| Appears in Collections: | 2013. Computer Data Analysis and Modeling. Vol 1 Vol. 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 218-220.pdf | 443,3 kB | Adobe PDF | View/Open |
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