Variational path-integral representations for the density of a diffusion process

DOI10.1080/17442508908833558MaRDI QIDQ3825883zbMATH OpenOpenAlexFDO

Authors Paolo Dai Pra, Michele Pavon

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833558

zbMATH Keywords

reflected diffusionsvariational representationdensity of an invariant measureOnsager-Machlup theory of nonequilibrium thermodynamics

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

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• Path Integral Distance for the Automated Data Interpretation
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