"Trajectorial dissipation and gradient flow for the relative entropy in ..."

Ioannis Karatzas, Jan Maas, Walter Schachermayer (2021)

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DOI: 10.4310/CIS.2021.V21.N4.A1

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type: Journal Article

metadata version: 2021-09-30

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Ioannis Karatzas, Jan Maas, Walter Schachermayer:
Trajectorial dissipation and gradient flow for the relative entropy in Markov chains. Commun. Inf. Syst. 21(4): 481-536 (2021)

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