کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10527492 | 958871 | 2005 | 28 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals](/preview/png/10527492.png)
چکیده انگلیسی
In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibility of their equivalence for probability measures on C([0,â);Rd) induced by diffusion processes. We also determine explicit events which distinguish between two mutually singular measures in certain one-dimensional cases.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 115, Issue 2, February 2005, Pages 179-206
Journal: Stochastic Processes and their Applications - Volume 115, Issue 2, February 2005, Pages 179-206
نویسندگان
Iddo Ben-Ari, Ross G. Pinsky,