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]

@article{EspinosaT12,
  title = {Detecting the Maximum of a Scalar Diffusion with Negative Drift},
  author = {Gilles-Edouard Espinosa and Nizar Touzi},
  year = {2012},
  doi = {10.1137/110838352},
  url = {http://dx.doi.org/10.1137/110838352},
  researchr = {https://researchr.org/publication/EspinosaT12},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {50},
  number = {5},
  pages = {2543-2572},
}