ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION (Q5051912)
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scientific article; zbMATH DE number 7620575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 7620575 |
Statements
ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION (English)
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18 November 2022
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de Bruijn's identity
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entropy power
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Fokker-Planck equation
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fractional Brownian motion
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