Stochastic calculus of variations and mechanics (Q1170748): Difference between revisions

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-Wendell H. Fleming
@@ Property / author: Wendell H. Fleming / rank @@
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+Wendell H. Fleming
@@ Property / author: Wendell H. Fleming / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+The partial differential equation u<sub>t</sub> + uu<sub>x</sub> = μ<sub>xx</sub>
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@@ Property / cites work @@
+Exit probabilities and optimal stochastic control
@@ Property / cites work: Exit probabilities and optimal stochastic control / rank @@
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@@ Property / cites work @@
+Classical mechanics, the diffusion (heat) equation, and the Schrödinger equation
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@@ Property / cites work @@
+The Cauchy problem for a nonlinear first order partial differential equation
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@@ Property / cites work @@
+Stochastic Control for Small Noise Intensities
@@ Property / cites work: Stochastic Control for Small Noise Intensities / rank @@
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@@ Property / cites work @@
+Q3872705
@@ Property / cites work: Q3872705 / rank @@
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@@ Property / cites work @@
+Q5552132
@@ Property / cites work: Q5552132 / rank @@
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@@ Property / cites work @@
+A new energy characterization of the smallest eigenvalue of the schrödinger equation
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@@ Property / cites work @@
+On a stochastic representation for the principal eigenvalue of a second-order differential equation
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@@ Property / cites work @@
+A path-probability representation for wavefunctions
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@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank