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Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
Journal article
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.
Authors:
Wang,Feng Yu
;
Xiong,Jie
;
Xu,Lihu
Favorite
|
TC[WOS]:
9
TC[Scopus]:
9
IF:
1.3
/
1.5
|
Submit date:2019/06/03
Sample Entropy Production Rate
Central Limit Theorem
Moderate Deviation Principle
Logarithmic Iteration Law
Stochastic Differential Equation
Harnack Inequality
Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes
Journal article
Wang,Ran, Xu,Lihu. Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes[J]. JOURNAL OF STATISTICAL PHYSICS, 2015, 160(5), 1336-1353.
Authors:
Wang,Ran
;
Xu,Lihu
Favorite
|
TC[WOS]:
8
TC[Scopus]:
8
IF:
1.3
/
1.5
|
Submit date:2019/06/03
Central Limit Theorem
Entropy Production Rate
Functional Inequality
Law Of Iterated Logarithm
Moderate Deviation Principle
Ornstein–uhlenbeck Process