A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator

DOI10.3390/E16126705zbMATH Open1338.94037OpenAlexW1986141512MaRDI QIDQ296324FDOQ296324

Authors: Olivier Faugeras, James Maclaurin 

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e16126705

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

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Cited In (1)

• Large deviations of the trajectory of empirical distributions of Feller processes on locally compact spaces

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