Temporal behavior of the conditional and Gibbs' entropies (Q858043)

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scientific article; zbMATH DE number 5082162
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    Temporal behavior of the conditional and Gibbs' entropies
    scientific article; zbMATH DE number 5082162

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      Temporal behavior of the conditional and Gibbs' entropies (English)
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      5 January 2007
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      By using the Fokker-Planck equation, one can study the temporal behaviour of the Gibbs' entropy of a nonlinear system disturbed by white noises. This result is refined for the Ornstein-Uhlenbeck process.
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      conditional entropy
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      Gibbs' entropy
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      asymptotic stability
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      Ornstein-Uhlenbeck process
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      noisy harmonic oscillator
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