Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes
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Publication:6202389
DOI10.1137/23m1555697arXiv2206.14844MaRDI QIDQ6202389
Silvana M. Pesenti, Sebastian Jaimungal, Leandro Sánchez-Betancourt
Publication date: 26 March 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.14844
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