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20082022
most citedAnalysis of the stochastic FitzHugh-Nagumo system

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math.OC2021

Noether theorem in stochastic optimal control problems via contact symmetries

Francesco C. De Vecchi, Elisa Mastrogiacomo, Mattia Turra +1

We establish a generalization of Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact)…