In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibility of their equivalence for probability measures on C([0,∞);Rd) induced by diffusion processes. We also determine explicit events which distinguish between two mutually singular measures in certain one-dimensional cases. 1
We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. W...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
We study the relative entropy density for generalized Gibbs measures. We first show its existence an...
AbstractIn this paper we study mutual absolute continuity, finiteness of relative entropy and the po...
In this paper we derive an integral (with respect to time) representation of the relative entropy (o...
International audienceIn this paper we derive an integral (with respect to time) representation of t...
Given a probability measure, we consider the diffusion flows of probability measures associated with...
The specific relative entropy, introduced by N. Gantert, allows to quantify the discrepancy between ...
This paper develops a new divergence that generalizes relative entropy and can be used to compare pr...
AbstractLet I be a countable index set, and let P be a probability measure on C[0, 1]I such that the...
AbstractIt is shown that every full eA decomposable probability measure on Rk, where A is a linear o...
Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochast...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
The entropy production rate is a well established measure for the extent of irreversibility in a pro...
In this paper we utilize the Tsallis relative entropy, a generalization of the Kullback–Leibler entr...
We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. W...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
We study the relative entropy density for generalized Gibbs measures. We first show its existence an...
AbstractIn this paper we study mutual absolute continuity, finiteness of relative entropy and the po...
In this paper we derive an integral (with respect to time) representation of the relative entropy (o...
International audienceIn this paper we derive an integral (with respect to time) representation of t...
Given a probability measure, we consider the diffusion flows of probability measures associated with...
The specific relative entropy, introduced by N. Gantert, allows to quantify the discrepancy between ...
This paper develops a new divergence that generalizes relative entropy and can be used to compare pr...
AbstractLet I be a countable index set, and let P be a probability measure on C[0, 1]I such that the...
AbstractIt is shown that every full eA decomposable probability measure on Rk, where A is a linear o...
Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochast...
AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...
The entropy production rate is a well established measure for the extent of irreversibility in a pro...
In this paper we utilize the Tsallis relative entropy, a generalization of the Kullback–Leibler entr...
We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. W...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
We study the relative entropy density for generalized Gibbs measures. We first show its existence an...
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