Keyword: Diffusion processes

Found 2 papers in total
A reflected diffusion process in a regime-switching environment
A reflected diffusion process in a regime-switching environment
2008,
This paper provides steady-state analysis of a reflected diffusion process governed by...
Maximizing the time spent by a diffusion process in an interval
Maximizing the time spent by a diffusion process in an interval
2001,
A one-dimensional diffusion process is controlled in the interval [−d, d]. The...
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