Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088): Difference between revisions
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Latest revision as of 20:45, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach |
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Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (English)
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27 April 2023
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stochastic differential equation
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Euler-Lagrange equation
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geometric Brownian motion
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