Evaluation of extreme values of entropy functionals
type: Item
instance of: scholarly article
title: Evaluation of extreme values of entropy functionals
zbMATH Open document ID: 1448.60166
author: H. S. Zhelezniak
author: Yuliya S. Mishura
published in: Theory of Probability and Mathematical Statistics
publication date: 2020-03-03T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 7176642
zbMATH Keywords: sum of two Wiener processes
zbMATH Keywords: Radon-Nikodym derivative
zbMATH Keywords: minimization
zbMATH Keywords: maximization
zbMATH Keywords: entropy functional
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1090/tpms/1090
OpenAlex ID: W3010243501
cites work: Stochastic finance. An introduction in discrete time
cites work: Minimization of entropy functionals
cites work: Q4559036
DOI: 10.1090/TPMS/1090
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description: scientific article; zbMATH DE number 7176642