On the specific relative entropy between martingale diffusions on the line (Q6177609)
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scientific article; zbMATH DE number 7790350
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the specific relative entropy between martingale diffusions on the line |
scientific article; zbMATH DE number 7790350 |
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On the specific relative entropy between martingale diffusions on the line (English)
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17 January 2024
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diffusions
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martingales
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small time asymptotics
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specific relative entropy
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