The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process (Q1014673)
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scientific article; zbMATH DE number 5549413
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| English | The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process |
scientific article; zbMATH DE number 5549413 |
Statements
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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0.739799439907074
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0.7033098936080933
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0.699202299118042
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0.6928982734680176
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