Browse by: Author name - Classification - Keywords - Nature

3 matches found
XXX: 19, 288-311, LNM 1626 (1996)
CATTIAUX, Patrick; LÉONARD, Christian
Minimization of the Kullback information for some Markov processes
Retrieve article from Numdam
XLIV: 20, 429-465, LNM 2046 (2012)
LÉONARD, Christian
Girsanov theory under a finite entropy condition (Theory of processes)
Keywords: Stochastic processes, Relative entropy, Girsanov's theory, Diffusion processes, Processes with jumps
Nature: Original
XLVI: 07, 207-230, LNM 2123 (2014)
LÉONARD, Christian
Some properties of path measures (Theory of processes)
Keywords: unbounded measure, conditional expectation, relative entropy, stochastic processes, Schrödinger problem
Nature: Original