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A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator - MaRDI portal

A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator (Q296324)

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scientific article; zbMATH DE number 6593593
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A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator
scientific article; zbMATH DE number 6593593

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    A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator (English)
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    15 June 2016
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