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XU LIHU [1]
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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
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TC[WOS]:
9
TC[Scopus]:
9
IF:
1.3
/
1.5
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Submit date：2019/06/03
Sample Entropy Production Rate
Central Limit Theorem
Moderate Deviation Principle
Logarithmic Iteration Law
Stochastic Differential Equation
Harnack Inequality
