Dynamic approximation of a random information functional

DOI10.1016/j.jmaa.2007.02.027zbMath1139.60032OpenAlexW2068917595MaRDI QIDQ5925268

Vladimir S. Lerner

Publication date: 20 August 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2007.02.027

zbMATH Keywords

probabilistic approximationvariation principlefunctional actionpath functional

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Cites Work

• Mathematical theory of Feynman path integrals
• A Feynman-Kac path-integral implementation for Poisson's equation using an \(h\)-conditioned Green's function
• Integral and probabilistic representations for systems of elliptic equations
• From Brownian Motion to Schrödinger’s Equation
• Stochastic Control: A Function Space Approach
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Dynamic approximation of a random information functional