An intrinsic calculus of variations for functionals of laws of semi-martingales
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Publication:2274249
DOI10.1016/j.spa.2018.10.001zbMath1422.60121arXiv1501.05134OpenAlexW2899870074WikidataQ129055799 ScholiaQ129055799MaRDI QIDQ2274249
Rémi Lassalle, Ana Bela Cruzeiro
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05134
Related Items (4)
Average preserving variation processes in view of optimization ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations
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