A Fokker–Planck control framework for multidimensional stochastic processes

Title
A Fokker–Planck control framework for multidimensional stochastic processes
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 237, Issue 1, Pages 487-507
Publisher
Elsevier BV
Online
2012-06-18
DOI
10.1016/j.cam.2012.06.019

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