"Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control ..."

Kalvis M. Jansons, Paul D. Metcalfe (2007)

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DOI: 10.1112/S1461157000001297

access: open

type: Journal Article

metadata version: 2024-04-02

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Kalvis M. Jansons, Paul D. Metcalfe:
Optimally Coupling the Kolmogorov Diffusion, and Related Optimal Control Problems. LMS J. Comput. Math. 10: 1-20 (2007)

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