English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

International audienceIn this paper we derive an integral (with respect to time) representation of the relative entropy (or Kullback-Leibler Divergence) R(µ||P), where µ and P are measures on C([0, T ]; R d). The underlying measure P is a weak solution to a Martingale Problem with continuous coefficients. Our representation is in the form of an integral with respect to its infinitesimal generator. This representation is of use in statistical inference (particularly involving medical imaging). Since R(µ||P) governs the exponential rate of convergence of the empirical measure (according to Sanov's Theorem), this representation is also of use in the numerical and analytical investigation of finite-size effects in systems of interacting diffusions

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