An estimator for the relative entropy rate of path measures for stochastic differential equations (Q1691735)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An estimator for the relative entropy rate of path measures for stochastic differential equations |
scientific article; zbMATH DE number 6829562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimator for the relative entropy rate of path measures for stochastic differential equations |
scientific article; zbMATH DE number 6829562 |
Statements
An estimator for the relative entropy rate of path measures for stochastic differential equations (English)
0 references
25 January 2018
0 references
stochastic differential equations
0 references
relative entropy
0 references
drift estimation
0 references
variational bound
0 references
0 references
0 references
