Feynman-Kac formula under a finite entropy condition (Q2099819): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q379828 |
Changed an Item |
||
| Property / author | |||
| Property / author: Christian Léonard / rank | |||
Normal rank | |||
Revision as of 02:34, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac formula under a finite entropy condition |
scientific article |
Statements
Feynman-Kac formula under a finite entropy condition (English)
0 references
18 November 2022
0 references
diffusion processes
0 references
Feynman-Kac formula
0 references
Hamilton-Jacobi-Bellman equation
0 references
relative entropy
0 references
extended generator
0 references
stochastic derivative
0 references
entropic optimal transport
0 references
Kato class
0 references
