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zbMath0667.60084MaRDI QIDQ3819807

Francesco Guerra, Michele Pavon

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusion process invariant measure Helmholtz free energy stochastic control problem backward submartingale

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Generalizations of martingales (60G48) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Statistical thermodynamics (82B30)

Related Items (1)

Equilibrium description of a particle system in a heat bath

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