MATHEMATICS, COMPUTER SCIENCE AND EDUCATION
“ST. CYRIL AND ST. METHODIUS” UNIVERSITY OF VELIKO TARNOVO - UNIVERSITY PRESS

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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