On Donsker-Varadhan’s Entropy and its Application

DOI10.1515/form.1990.2.481zbMath0704.60080OpenAlexW1972298607MaRDI QIDQ3484135

Masayoshi Takeda

Publication date: 1990

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/141654

zbMATH Keywords

Girsanov's transformationsymmetric diffusion processDonsker-Varadhan's entropy

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (1)

Some problems associated with Donsker-Varadhan processes

This page was built for publication: On Donsker-Varadhan’s Entropy and its Application