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"Detecting the Maximum of a Scalar Diffusion with Negative Drift."

Gilles-Edouard Espinosa, Nizar Touzi (2012)

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DOI: 10.1137/110838352

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/EspinosaT12
Gilles-Edouard Espinosa, Nizar Touzi:
Detecting the Maximum of a Scalar Diffusion with Negative Drift. SIAM J. Control. Optim. 50(5): 2543-2572 (2012)

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