Minimization of the Kullback information of diffusion processes (Q1316642)
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scientific article; zbMATH DE number 522700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimization of the Kullback information of diffusion processes |
scientific article; zbMATH DE number 522700 |
Statements
Minimization of the Kullback information of diffusion processes (English)
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18 April 1994
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relative entropy
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Föllmer measure
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Girsanov transformation
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Kullback information
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large deviations
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measure valued empirical process
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conservative diffusions
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0.9406263
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0.88147473
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0.8787233
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0.8773708
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