THE RELATIVE ENTROPY UNDER THE R-CGMY PROCESSES

Subjects

Subjects :

Rényi entropy
Differential entropy
Generalized relative entropy
Statistics
Maximum entropy probability distribution
Maximum entropy thermodynamics
Statistical physics
Quantum relative entropy
Joint quantum entropy
Entropy rate
Mathematics

Details

ISSN :

12263524

Volume :

28

Database :

OpenAIRE

Journal :

Journal of the Chungcheong Mathematical Society

Accession number :

edsair.doi...........46596ee3649fb0318ba407fb8dd26856

Full Text :

https://doi.org/10.14403/jcms.2015.28.1.109