Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals-Reference-Cited by-同舟云学术

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

Published:2005-02 Issue:2 Volume:115 Page:179-206
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Ben-Ari Iddo,Pinsky Ross G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference9 articles.

1. Elements of Information Theory;Cover,1991

2. Large Deviations Techniques and Applications;Dembo,1992

3. Probability;Durrett,1991

4. Elliptic Partial Differential Equations of Second Order;Gilbarg,1977

5. Limit Theorems for Stochastic Processes;Jacod,1987

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