Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities (Q4961000)

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scientific article; zbMATH DE number 7193421
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Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
scientific article; zbMATH DE number 7193421

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    Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities (English)
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    24 April 2020
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    uncertainty quantification
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    Markov process
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    relative entropy
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    Poincaré inequality
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    \(\log\)-Sobolev inequality
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    Liapunov function
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    Bernstein inequality
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