Dynamic approximation of a random information functional (vol 327, pg 495, 2007)

[摘要] Using the probabilistic evaluation of the Marcovian diffusion process by a functional of action, the paper introduces a dynamic approximation of a random information functional defined on the process trajectories and determined by the parameters of a controlled stochastic equation. The developed mathematical formalism is aimed toward a dynamic modeling of a random object. (c) 2006 Elsevier Inc. All rights reserved.

[发布日期] 2007-11-15