Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088): Difference between revisions

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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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