Title of article
Dynamic approximation of a random information functional
Author/Authors
Vladimir S. Lerner، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2007
Pages
21
From page
1461
To page
1481
Abstract
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.
© 2006 Elsevier Inc. All rights reserved.
Keywords
Path functional , Functional action , Variation principle , Probabilistic approximation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2007
Journal title
Journal of Mathematical Analysis and Applications
Record number
936265
Link To Document