On a Chen-Fliess approximation for diffusion functionals (Q478500)
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scientific article; zbMATH DE number 6376634
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| English | On a Chen-Fliess approximation for diffusion functionals |
scientific article; zbMATH DE number 6376634 |
Statements
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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0.7486855983734131
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0.7449484467506409
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0.7433891296386719
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0.7306356430053711
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0.7294406890869141
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