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Absolute continuity and relative entropy for probability measures induced by a certain Girsanov transform
http://rim.math.snu.ac.kr/board/index.php?mid=seminars&document_srl=766273
2016.05.02
09:24:28
1370
Date
2016-05-02
Speaker
Daehong Kim
Dept.
Kumamoto University
Room
27-116
Time
16:00-17:00
.
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Absolute continuity and relative entropy for probability measures induced by a certain Girsanov transform
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Department of Mathematical Sciences, Seoul National University GwanAkRo 1, Gwanak-Gu, Seoul 151-747, Korea
TEL 02-880-5857,6530,6531 / FAX 02-887-4694