Feynman-Kac formula under a finite entropy condition (Q2099819)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac formula under a finite entropy condition |
scientific article |
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Feynman-Kac formula under a finite entropy condition (English)
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18 November 2022
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diffusion processes
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Feynman-Kac formula
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Hamilton-Jacobi-Bellman equation
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relative entropy
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extended generator
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stochastic derivative
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entropic optimal transport
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Kato class
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