On a Chen-Fliess approximation for diffusion functionals (Q478500)

From MaRDI portal
Revision as of 10:14, 9 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On a Chen-Fliess approximation for diffusion functionals
scientific article

    Statements

    On a Chen-Fliess approximation for diffusion functionals (English)
    0 references
    0 references
    0 references
    3 December 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    diffusion functionals
    0 references
    Chen-Fliess series
    0 references
    stochastic differential equations
    0 references
    stochastic Taylor expansion
    0 references
    control theory
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references