Entropy, Invertibility and Variational Calculus of the Adapted Shifts on Wiener space

@article{stnel2009EntropyIA,
  title={Entropy, Invertibility and Variational Calculus of the Adapted Shifts on Wiener space},
  author={A. S. {\"U}st{\"u}nel},
  journal={arXiv: Probability},
  year={2009}
}
  • A. Üstünel
  • Published 23 March 2009
  • Mathematics
  • arXiv: Probability
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19 Citations
Highly Influential Citations
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Background Citations
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19 Citations

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A general framework for variational calculus on Wiener space
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Martingale representation for degenerate diffusions
On the form of the relative entropy between measures on the space of continuous functions
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