```
Opper, Manfred, E-mail: manfred.opper@tu-berlin.de.
```*An estimator for the relative entropy rate of path measures for stochastic differential equations*. United States: N. p., 2017.
Web. doi:10.1016/J.JCP.2016.11.021.

```
Opper, Manfred, E-mail: manfred.opper@tu-berlin.de.
```*An estimator for the relative entropy rate of path measures for stochastic differential equations*. United States. doi:10.1016/J.JCP.2016.11.021.

```
Opper, Manfred, E-mail: manfred.opper@tu-berlin.de. Wed .
"An estimator for the relative entropy rate of path measures for stochastic differential equations". United States.
doi:10.1016/J.JCP.2016.11.021.
```

```
@article{osti_22622242,
```

title = {An estimator for the relative entropy rate of path measures for stochastic differential equations},

author = {Opper, Manfred, E-mail: manfred.opper@tu-berlin.de},

abstractNote = {We address the problem of estimating the relative entropy rate (RER) for two stochastic processes described by stochastic differential equations. For the case where the drift of one process is known analytically, but one has only observations from the second process, we use a variational bound on the RER to construct an estimator.},

doi = {10.1016/J.JCP.2016.11.021},

journal = {Journal of Computational Physics},

number = ,

volume = 330,

place = {United States},

year = {Wed Feb 01 00:00:00 EST 2017},

month = {Wed Feb 01 00:00:00 EST 2017}

}