A maximum principle for the stochastic differential equations with multiplicative noise
Statistical Mechanics
2020-08-19 v6
Abstract
Agreement of the probability current with the resolving paths requires a simplified forward equation for the (unique) Ito paths. Their increments are the most probable rather than expected ones, in accordance with an existing extremum principle. The latter is also generalized.
Cite
@article{arxiv.1907.02598,
title = {A maximum principle for the stochastic differential equations with multiplicative noise},
author = {Dietrich Ryter},
journal= {arXiv preprint arXiv:1907.02598},
year = {2020}
}
Comments
Replaces v2-v5