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Edoardo Kimani Bellotto

1 paper hereh-index 14 citations1 works total

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  • last author1

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  • math.PR1

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collaborators

1 paper

math.PR2024

Multidimensional specific relative entropy between continuous martingales

Julio Backhoff, Edoardo Kimani Bellotto

In continuous time, the laws of martingales tend to be singular to each other. Notably, N. Gantert introduced the concept of specific relative entropy between real-valued continuou…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.