Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations

doi:10.1007/s10955-016-1513-0

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	Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
	Wang,Feng Yu 1,2; Xiong,Jie 3; Xu,Lihu3
	2016-04-14
Source Publication	JOURNAL OF STATISTICAL PHYSICS
ISSN	0022-4715
Volume	163 Issue:5 Pages:1211-1234
Abstract	Using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the sample entropy production rate of a family of stochastic differential equations.
Keyword	Sample Entropy Production Rate Central Limit Theorem Moderate Deviation Principle Logarithmic Iteration Law Stochastic Differential Equation Harnack Inequality
DOI	10.1007/s10955-016-1513-0
URL	View the original
Indexed By	SCIE
Language	英語English
WOS Research Area	Physics
WOS Subject	Physics, Mathematical
WOS ID	WOS:000375579300008
Scopus ID	2-s2.0-84964039311
Fulltext Access	View Full-Text via DOI View Full-Text via Web of Science View Full-Text via Scopus
Citation statistics
Document Type	Journal article
Collection	DEPARTMENT OF MATHEMATICS
Corresponding Author	Xu,Lihu
Affiliation	1.Laboratory of Mathematical and Complex SystemsBeijing Normal University,Beijing,100875,China 2.Department of MathematicsSwansea University,Singleton Park,SA2 8PP,United Kingdom 3.Department of MathematicsUniversity of Macau,Taipa,China
Corresponding Author Affilication	University of Macau
Recommended Citation GB/T 7714	Wang,Feng Yu,Xiong,Jie,Xu,Lihu. Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations[J]. JOURNAL OF STATISTICAL PHYSICS, 2016, 163(5), 1211-1234.
APA	Wang,Feng Yu., Xiong,Jie., & Xu,Lihu (2016). Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations. JOURNAL OF STATISTICAL PHYSICS, 163(5), 1211-1234.
MLA	Wang,Feng Yu,et al."Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations".JOURNAL OF STATISTICAL PHYSICS 163.5(2016):1211-1234.

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