A Representation of the Relative Entropy with Respect to a Diffusion Process in Terms of Its Infinitesimal Generator

Author: Faugeras Olivier   MacLaurin James  

Publisher: MDPI

E-ISSN: 1099-4300|16|12|6705-6721

ISSN: 1099-4300

Source: Entropy, Vol.16, Iss.12, 2014-12, pp. : 6705-6721

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Abstract