Deterministic Control of SDEs with Stochastic Drift and Multiplicative Noise: A Variational Approach
Author:
Funder
Ministero dell’Istruzione, dell’Università e della Ricerca
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-023-09978-0.pdf
Reference49 articles.
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3. Ascione, G., Carfora, M.F., Pirozzi, E.: A stochastic model for interacting neurons in the olfactory bulb. Biosystems 185, 104030 (2019)
4. Ascione, G., D’Onofrio, G., Kostal, L., Pirozzi, E.: An optimal Gauss–Markov approximation for a process with stochastic drift and applications. Stochastic Process. Appl. 130(11), 6481–6514 (2020)
5. Asmussen, S., Glynn, P.W.: Stochastic Simulation: Algorithms and Analysis, vol. 57. Springer, New York (2007)
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