Trajectorial dissipation and gradient flow for the relative entropy in Markov chains

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Authors: Ioannis Karatzas; Jan Maas; Walter Schachermayer

Journal title: Communications in Information and Systems

Journal number: 7

Journal publisher: International Press

Published year: 2021

DOI identifier: 10.4310/cis.2021.v21.n4.a1

ISSN: 1526-7555