An estimator for the relative entropy rate of path measures for stochastic differential equations (Q1691735)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6829562
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An estimator for the relative entropy rate of path measures for stochastic differential equations |
scientific article; zbMATH DE number 6829562 |
Statements
An estimator for the relative entropy rate of path measures for stochastic differential equations (English)
0 references
25 January 2018
0 references
stochastic differential equations
0 references
relative entropy
0 references
drift estimation
0 references
variational bound
0 references
0 references
0 references
0.7437978982925415
0 references
0.7360663414001465
0 references
0.7203567028045654
0 references
0.7171951532363892
0 references
