hypotheses in a statistical sense. The test is based on the relative entropy and is equivalent to a likelihood ratio test. We …

expected logarithmic utility in terms of a relative entropy. This allows us to provide simple conditions on G for the …

-martingale part of X are also local P-martingales. We prove that if P exists, it minimizes the reverse relative entropy H(P …

-martingale part of X are also local P-martingales. We prove that if P exists, it minimizes the reverse relative entropy H(P|Q) over …

expected logarithmic utility in terms of a relative entropy. This allows us to provide simple conditions on G for the …

adequate method to choose one EMM. This paper presents the relative entropy for CGMY processes, and apply it to choosing an EMM …

adequate method to choose one EMM. This paper presents the relative entropy for CGMY processes, and apply it to choosing an EMM …

by using the quantum reduced entropy and that between the SU(1,1)-related coherent fields by using the quantum relative … entropy. It is shown that we can obtain the maximal entangled state between the fields and the moving atom and the high degree …

In the incomplete market setting, we define a generalized Kullback-Leibler relative entropy in terms of an investor …-entropy shares a number of important properties with the usual Kullback-Leibler relative entropy, and establish the link between this …

. One of methods is applying Kullback–Leibler distance or relative entropy as a selection criterion. Yet that will raise two …, which is usually difficult to get. Following the logic of inductive inference proposed by Caticha [Relative entropy and …, AIP Conference Proceedings, vol. 707, 2004 (available from arXiv.org/abs/physics/0311093)], we show relative entropy to be …