Minimization of the Kullback information of diffusion processes
type: Item
instance of: scholarly article
title: Minimization of the Kullback information of diffusion processes
zbMATH Open document ID: 0790.60032
author: Patrick Cattiaux
author: Christian Léonard
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1994-04-18T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77476
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60J57
zbMATH DE Number: 522700
zbMATH Keywords: relative entropy
zbMATH Keywords: Föllmer measure
zbMATH Keywords: Girsanov transformation
zbMATH Keywords: Kullback information
zbMATH Keywords: large deviations
zbMATH Keywords: measure valued empirical process
zbMATH Keywords: conservative diffusions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 522700