Open AccessOptimal Paths in Large Deviations of Symmetric Reflected Brownian Motion in the Octant
Author(s) -
Ziyu Liang,
John J. Hasenbein
Publication year - 2013
Publication title -
stochastic systems
Language(s) - English
Resource type - Journals
ISSN - 1946-5238
DOI - 10.1287/12-ssy082
Subject(s) - octant (instrument) , semimartingale , brownian motion , mathematics , mathematical analysis , path (computing) , boundary (topology) , dimension (graph theory) , fractional brownian motion , motion (physics) , boundary value problem , mathematical optimization , statistical physics , classical mechanics , physics , computer science , combinatorics , optics , statistics , programming language