"Optimal Prediction of the Last-Passage Time of a Transient Diffusion."

Kristoffer J. Glover, Hardy Hulley (2014)

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DOI: 10.1137/130950719

access: closed

type: Journal Article

metadata version: 2022-12-30

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Kristoffer J. Glover, Hardy Hulley:
Optimal Prediction of the Last-Passage Time of a Transient Diffusion. SIAM J. Control. Optim. 52(6): 3833-3853 (2014)

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