Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088)
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scientific article; zbMATH DE number 7680334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach |
scientific article; zbMATH DE number 7680334 |
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Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (English)
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27 April 2023
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stochastic differential equation
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Euler-Lagrange equation
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geometric Brownian motion
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0.9089562
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0.9075064
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0.9072836
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0.9037048
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0.9024858
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