A Variational Characterization of Langevin-Smoluchowski Diffusions
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Publication:5050087
DOI10.1007/978-3-030-98519-6_10zbMath1504.93398arXiv2010.04847OpenAlexW4225572820MaRDI QIDQ5050087
Bertram Tschiderer, Ioannis Karatzas
Publication date: 15 November 2022
Published in: Stochastic Analysis, Filtering, and Stochastic Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.04847
Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Measures of information, entropy (94A17) Fokker-Planck equations (35Q84)
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