A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator

Keyphrases

• Diffusion Process 100%
• Infinitesimal Generator 100%
• Relative Entropy 100%
• Medical Imaging 50%
• Weak Solution 50%
• Analytical Investigation 50%
• Numerical Investigation 50%
• Statistical Inference 50%
• Continuous Coefficients 50%
• Finite-size Effects 50%
• Kullback-Leibler Divergence 50%
• Martingale Problem 50%
• Interacting Diffusions 50%
• Empirical Measure 50%
• Exponential Convergence 50%
• Time Representation 50%
• Sanov's Theorem 50%

Mathematics

• Diffusion Process 100%
• Relative Entropy 100%
• Infinitesimal Generator 100%
• Weak Solution 50%
• Kullback-Leibler Divergence 50%
• Inferential Statistics 50%
• Exponential Rate 50%
• Martingale Problem 50%