Dynamic approximation of a random information functional |
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Authors: | Vladimir S Lerner |
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Institution: | 13603 Marina Pointe Drive, Suite C-608, Marina Del Rey, CA 90292, USA |
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Abstract: | Using the probabilistic evaluation of the Marcovian diffusion process by a functional of action, the paper introduces a dynamic approximation of a random information functional defined on the process trajectories and determined by the parameters of a controlled stochastic equation. The developed mathematical formalism is aimed toward a dynamic modeling of a random object. |
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Keywords: | Path functional Variation principle Functional action Probabilistic approximation |
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