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MEAN STOCHASTIC COMPARISON OF DIFFUSIONS.
Bruce Hajek
Electrical and Computer Engineering
Coordinated Science Lab
Center for Advanced Study
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Dive into the research topics of 'MEAN STOCHASTIC COMPARISON OF DIFFUSIONS.'. Together they form a unique fingerprint.
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Keyphrases
Diffusion Coefficient
100%
Stochastic Comparison
100%
Random Process
50%
One-dimensional Diffusion
50%
Lyapunov Function
50%
Multidimensional Diffusion
50%
Optimal Control
50%
Reward Function
50%
Pathwise
50%
Drift Coefficient
50%
Stochastic Bounds
50%
Convex Combination
50%
Mathematics
Stochastics
100%
Random Process
50%
Optimal Control Theory
50%
Convex Combination
50%