Stochastic Bridges of Linear Systems
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Publication:2980687
DOI10.1109/TAC.2015.2440567zbMath1359.93531arXiv1407.3421OpenAlexW1564991832MaRDI QIDQ2980687
Yongxin Chen, Tryphon T. Georgiou
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.3421
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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