On a Chen-Fliess approximation for diffusion functionals (Q478500)
From MaRDI portal
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
3 December 2014
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