The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process (Q1014673): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2008.11.038 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2072097985 / rank | |||
Normal rank |
Revision as of 19:04, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process |
scientific article |
Statements
The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process (English)
0 references
29 April 2009
0 references
The author obtains new representation results on the entropy functional associated to a controlled diffusion process through the parameters of the stochastic equation therein.
0 references
additive functional
0 references
transformation
0 references
entropy
0 references
boundary problem
0 references
Jensen inequality
0 references