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math.PR2020
Stochastic geodesics
Ana Bela Cruzeiro, Jean-Claude Zambrini
We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy function…
math.PR2020
Time-symmetric optimal stochastic control problems in space-time domains
Ana Bela Cruzeiro, Carlos Oliveira, Jean-Claude Zambrini
We present a pair of adjoint optimal control problems characterizing a class of time-symmetric stochastic processes defined on random time intervals. The associated PDEs are of fre…