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Legendre by jessehines1 is a document available to read on EtoBox.
What is Legendre about?
This paper presents a duality principle for the Legendre transform that identifies the shortest path between function graphs and relates to Nash equilibrium in optimal stopping games. The results extend to Brownian motion and diffusion processes, showing that the semiharmonic characterization of value functions aligns with the Legendre transform. The findings emphasize the local applicability of the derived algorithm and its significance in establishing equilibrium in various stochastic processes.
- Author
- jessehines1
- Language
- EN