On a Chen-Fliess approximation for diffusion functionals (Q478500)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Chen-Fliess approximation for diffusion functionals |
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On a Chen-Fliess approximation for diffusion functionals (English)
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3 December 2014
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diffusion functionals
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Chen-Fliess series
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stochastic differential equations
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stochastic Taylor expansion
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control theory
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