Author: | Kurt Helmes, Stefan Röhl |
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Document Type: | ZIB-Report |
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Tag: | *Brownian motion on a triangle; linear programming; moment problems; numerical methods for exit time problems; special polytopes* |
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MSC-Classification: | 44-XX INTEGRAL TRANSFORMS, OPERATIONAL CALCULUS (For fractional derivatives and integrals, see 26A33. For Fourier transforms, see 42A38, 42B10. For integral transforms in distribution spaces, see 46F12. For numerical methods, see 65R10) / 44Axx Integral transforms, operational calculus / 44A60 Moment problems |
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| 52-XX CONVEX AND DISCRETE GEOMETRY / 52Bxx Polytopes and polyhedra / 52B12 Special polytopes (linear programming, centrally symmetric, etc.) |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J65 Brownian motion [See also 58J65] |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx] |
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| 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C08 Special problems of linear programming (transportation, multi-index, etc.) |
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Date of first Publication: | 2004/02/09 |
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Series (Serial Number): | ZIB-Report (04-05) |
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Published in: | Part I of the report appeared under the title "A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems" in: Mathematics of Operations Research 33(2):315-326, 2008 |
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