Entropy flow and de bruijn's identity for a class of stochastic differential equations driven by fractional brownian motion

Mathematics

• Fractional Brownian Motion 100%
• Stochastic Differential Equation 100%
• Shannon Entropy 50%
• Time Parameter 50%
• Hurst Parameter 50%
• Initial Distribution 50%
• Gaussian Distribution 50%
• Kullback-Leibler Divergence 50%

Computer Science

• Fractional Brownian Motion 100%
• Stochastic Differential 100%
• Leibler Divergence 33%
• Initial Distribution 33%
• Hurst Parameter 33%
• Classical Case 33%
• Shannon Entropy 33%