Monitoring the Drift Coefficient of a Diffusion Process Using the Dynamic Programming
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Published:2016-12-01
Issue:2
Volume:5
Page:134-138
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ISSN:2156-7565
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Container-title:Journal of Advanced Mathematics and Applications
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language:en
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Short-container-title:Journal of Advanced Mathematics and Applications
Author:
Habibi Reza,Habibi Hamed
Publisher
American Scientific Publishers