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Convex functionals of probability measures and nonlinear diffusions on manifolds

โœ Scribed by Karl-Theodor Sturm


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
190 KB
Volume
84
Category
Article
ISSN
0021-7824

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On the continuous approximation of the p
โœ I. Bonzani; M.G. Zavattaro; N. Bellomo ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 595 KB

This paper deals with the problem of the continuous approximation of the probability density and of the entropy function of a large class of nonlinear stochastic systems with random initial conditions and parameters. The proposed method generalizes to the stochastic case a continuous approximation m