Asymptotics of sample entropy production rate for stochastic differential equations (Q301752)

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scientific article; zbMATH DE number 6600367
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    Asymptotics of sample entropy production rate for stochastic differential equations
    scientific article; zbMATH DE number 6600367

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      Asymptotics of sample entropy production rate for stochastic differential equations (English)
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      1 July 2016
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      stochastic differential equations
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      central limit theorem
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      moderate deviation principle
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      logarithmic iteration law
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      sample entropy production rate
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      Harnack inequality
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      integration by parts formula
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