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On the Numerical Integration of the Fokker-Planck Equation Driven by a Mechanical Force and the Bismut-Elworthy-Li

Julia Sanders1, Paolo Muratore-Ginanneschi1

  • 1Department of Mathematics and Statistics, University of Helsinki, 00014 Helsinki, Finland.

Entropy (Basel, Switzerland)
|March 28, 2025
PubMed

Keywords:
Bismut–Elworthy–LiGirsanovmachine learningoptimal controlstochastic thermodynamics

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