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Stochastic calculus of variations

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Abstract

The fundamental theorem of stochastic calculus of variations is presented.

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References

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Yasue, K. Stochastic calculus of variations. Letters in Mathematical Physics 4, 357–360 (1980). https://doi.org/10.1007/BF00402586

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  • DOI: https://doi.org/10.1007/BF00402586

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