Detecting the Maximum of a Scalar Diffusion with Negative Drift

Gilles-Edouard Espinosa, Nizar Touzi. Detecting the Maximum of a Scalar Diffusion with Negative Drift. SIAM J. Control and Optimization, 50(5):2543-2572, 2012. [doi]

Authors

Gilles-Edouard Espinosa

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Nizar Touzi

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