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C. Unterberger

1 paper hereh-index 19 citations2 works total

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math.PR2022

On the specific relative entropy between martingale diffusions on the line

Julio Backhoff-Veraguas, Clara Unterberger

The specific relative entropy, introduced by N. Gantert, allows to quantify the discrepancy between the laws of potentially mutually singular measures. It appears naturally as the…

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