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Mathematics, Computer Science and Education
(2024) Vol
7
Issue
1
Article 2
Optimal Distribution of a Resource over the Boundary of a Region of a Two-Dimensional Brownian Motion
Authors:
Dobromir
Kralchev
St. Kliment Ohridski University of Sofia
Pages:
7
-
11
DOI: https://doi.org/10.54664/AYJS6812
Abstract:
The probability of successfully intercepting a Brownian motion on the boundary of a plane region has been investigated. The probability has been represented as a function of the distribution of some resources over the boundary of the region. The optimal distribution of the resource has been found.
Keywords:
Brownian motion, optimization.
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