Extreme diffusion values for non-Gaussian diffusions

نویسندگان

  • Deren Han
  • Liqun Qi
  • Ed X. Wu
چکیده

Extreme diffusion values for non-Gaussian diffusions Deren Han a; Liqun Qi b; X. Wu c a Institute of Mathematics, School of Mathematics and Computer Science, Nanjing Normal University, Nanjing, Jiangsu, PR China b Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong c Department of Electrical and Electronic Engineering, The University of Hong Kong, Hong Kong

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عنوان ژورنال:
  • Optimization Methods and Software

دوره 23  شماره 

صفحات  -

تاریخ انتشار 2008