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20022016
most citedPopulation Structure and Cryptic Relatedness in Genetic Association Studies

495 citations

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math.PR2006★ 1 cited

Optimally coupling the Kolmogorov diffusion, and related optimal control problems

Kalvis M. Jansons, Paul D. Metcalfe

We discuss the optimal Markovian coupling before an exponential time of the Kolmogorov diffusion, and a class of related stochastic control problems in which the aim is to hit the…