On the most probable path for diffusion processes

DOI10.1088/0305-4470/11/12/001MaRDI QIDQ4172735zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/11/12/001

zbMATH Keywords

Diffusion ProcessesIntuitive TechniquePath Integrals

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited in

(3)

• The quantum dark side of the optimal control theory
• A path integral method for data assimilation
• Accelerated Monte Carlo for optimal estimation of time series

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