A Fokker–Planck control framework for multidimensional stochastic processes

Journal of Computational and Applied Mathematics - Tập 237 - Trang 487-507 - 2013
M. Annunziato1, A. Borzì2
1Università degli Studi di Salerno, Dipartimento di Matematica, Via Ponte Don Melillo, 84084 Fisciano, Italy
2Institut für Mathematik, Universität Würzburg, Emil-Fischer-Strasse 30, 97074 Würzburg, Germany

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