Dynamic approximation of a random information functional
From MaRDI portal
Publication:5925268
DOI10.1016/j.jmaa.2007.02.027zbMath1139.60032MaRDI QIDQ5925268
Publication date: 20 August 2007
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.02.027
93B52: Feedback control
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes
Cites Work
- Mathematical theory of Feynman path integrals
- A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
- Integral and probabilistic representations for systems of elliptic equations
- From Brownian Motion to Schrödinger’s Equation
- Stochastic Control: A Function Space Approach
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