The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process (Q1014673)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process |
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The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process (English)
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29 April 2009
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The author obtains new representation results on the entropy functional associated to a controlled diffusion process through the parameters of the stochastic equation therein.
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additive functional
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transformation
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entropy
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boundary problem
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Jensen inequality
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