Cover: On the foundations of a theory of stochastic variational processes

On the foundations of a theory of stochastic variational processes

Published 1960

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An outline of the principal steps in constructing a theory of stochastic variational processes of continuous type by means of dynamic-programming theory. The foundations are rigorously laid by using parts of the theory of discrete stochastic variational processes as building block, and then by using a passage to the limit in various ways. 26 pp.

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