An estimator for the relative entropy rate of path measures for stochastic differential equations (Q1691735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimator for the relative entropy rate of path measures for stochastic differential equations |
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An estimator for the relative entropy rate of path measures for stochastic differential equations (English)
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25 January 2018
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stochastic differential equations
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relative entropy
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drift estimation
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variational bound
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