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

DOI10.3390/E16126705MaRDI QIDQ296324zbMATH OpenOpenAlexFDO

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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