An estimator for the relative entropy rate of path measures...

An estimator for the relative entropy rate of path measures for stochastic differential equations

Opper, Manfred
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Volume:
330
Language:
english
Journal:
Journal of Computational Physics
DOI:
10.1016/j.jcp.2016.11.021
Date:
February, 2017
File:
PDF, 285 KB
english, 2017
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