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Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations
Wang,Feng Yu1,2; Xiong,Jie3; Xu,Lihu3
2016-04-14
Source PublicationJournal of Statistical Physics
ISSN0022-4715
Volume163Issue:5Pages:1211-1234
Abstract

Using the dimension-free Harnack inequality and the integration by parts formula for the associated diffusion semigroup, we prove the central limit theorem, the moderate deviation principle, and the logarithmic iteration law for the sample entropy production rate of a family of stochastic differential equations.

KeywordSample Entropy Production Rate Central Limit Theorem Moderate Deviation Principle Logarithmic Iteration Law Stochastic Differential Equation Harnack Inequality
DOIhttp://doi.org/10.1007/s10955-016-1513-0
URLView the original
Indexed BySCI
Language英语
WOS Research AreaPhysics
WOS SubjectPhysics, Mathematical
WOS IDWOS:000375579300008
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Cited Times [WOS]:4   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorXu,Lihu
Affiliation1.Laboratory of Mathematical and Complex SystemsBeijing Normal University,Beijing,100875,China
2.Department of MathematicsSwansea University,Singleton Park,SA2 8PP,United Kingdom
3.Department of MathematicsUniversity of Macau,Taipa,China
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Wang,Feng Yu,Xiong,Jie,Xu,Lihu. Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations[J]. Journal of Statistical Physics,2016,163(5):1211-1234.
APA Wang,Feng Yu,Xiong,Jie,&Xu,Lihu.(2016).Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations.Journal of Statistical Physics,163(5),1211-1234.
MLA Wang,Feng Yu,et al."Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations".Journal of Statistical Physics 163.5(2016):1211-1234.
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