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Stochastic processes in a finite space interval

โœ Scribed by B. Grigelionis


Publisher
Springer
Year
1977
Tongue
English
Weight
596 KB
Volume
16
Category
Article
ISSN
0363-1672

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One can obtain a meaningful concept of informational entropy of deterministic functions as a direct consequence of Shannon information theory. When one applies this model to the trajectory generated by a stochastic process (for instance a process driven by a Langevin equation), one arrives at new co