On Donsker-Varadhan’s Entropy and its Application (Q3484135)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Donsker-Varadhan’s Entropy and its Application |
scientific article |
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On Donsker-Varadhan’s Entropy and its Application (English)
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1990
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Donsker-Varadhan's entropy
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symmetric diffusion process
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Girsanov's transformation
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