Absolute continuity/singularity and relative entropy...

Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals

Iddo Ben-Ari, Ross G. Pinsky
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Volume:
115
Year:
2005
Language:
english
Pages:
28
DOI:
10.1016/j.spa.2004.08.005
File:
PDF, 363 KB
english, 2005
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