Conceptio › Archive › HAL (France)
HAL (France)open access

Exponential twist of probability measures: drift correction in term of a generalized gradient

Thibaut Bourdais et al.
HAL (France) · Papers · License: Open Access
Open Source ↗
optimization
Intrinsic Markovian martingale problem, 0, Exponential twist, Relative entropy, Stochastic control, Generalized gradient, Optimization, 1
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 454599
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.