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A Representation of the Relative Entropy with Respect to a Diffusion Process in Terms of Its Infinitesimal Generator
 
 

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Journal: Entropy, 2014
Volume: 16
Number: 6722

Article: A Large Deviation Principle and an Expression of the Rate Function for a Discrete Stationary Gaussian Process
Authors: by Olivier Faugeras and James MacLaurin
Link: https://www.mdpi.com/1099-4300/16/12/6722

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