scientific article; zbMATH DE number 492878

MaRDI QIDQ4276205zbMATH OpenFDO

Authors Guy Jumarie

Publication date 31 January 1994

zbMATH Keywords

additive Gaussian white noiseItô's stochastic differential equationZakaï's equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Filtering in stochastic control theory (93E11)

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(3)

• Solution of the multivariate Fokker–Planck equation by using a maximum path entropy principle
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• Understanding frequency distributions of path-dependent processes with non-multinomial maximum entropy approaches

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