A Dissipation of Relative Entropy by Diffusion Flows
Given a probability measure, we consider the diffusion flows of probability measures associated with the partial differential equation (PDE) of Fokker–Planck. Our flows of the probability measures are defined as the solution of the Fokker–Planck equation for the same strictly convex potential, which...
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| Format: | Article |
| Language: | English |
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MDPI AG
2016-12-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/19/1/9 |