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arXiv 1907.02598cond-mat.stat-mech
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带乘性噪声随机微分方程的一个极大值原理

A maximum principle for the stochastic differential equations with multiplicative noise

Dietrich Ryter

摘要:

协议的概率电流与解决路径需要一个简化的正向方程的(唯一的)伊藤路径。根据现有的极值原理,它们的增量是最可能的,而不是预期的。后者也是广义的。

英文摘要:

Agreement of the probability current with the resolving paths requires a simplified forward equation for the (unique) Ito paths. Their increments are the most probable rather than expected ones, in accordance with an existing extremum principle. The latter is also generalized.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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