On the specific relative entropy between martingale diffusions on the line
From MaRDI portal
Publication:6177609
DOI10.1214/23-ecp548arXiv2207.03312OpenAlexW4387349943MaRDI QIDQ6177609
No author found.
Publication date: 17 January 2024
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.03312
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Large deviations (60F10) Measures of information, entropy (94A17)
Cites Work