XXX: 19, 288-311, LNM 1626 (1996)
CATTIAUX, Patrick;
LÉONARD, Christian
Minimization of the Kullback information for some Markov processes
Retrieve article from Numdam
XLIV: 20, 429-465, LNM 2046 (2012)
LÉONARD, Christian
Girsanov theory under a finite entropy condition (
Theory of stochastic processes)
Keywords: Stochastic processes,
Relative entropy,
Girsanov's theory,
Diffusion processes,
Processes with jumpsNature: Original
