{"id":"https://openalex.org/W2040537889","doi":"https://doi.org/10.1016/s0019-9958(71)90135-5","title":"Mutual information for stochastic differential equations","display_name":"Mutual information for stochastic differential equations","publication_year":1971,"publication_date":"1971-10-01","ids":{"openalex":"https://openalex.org/W2040537889","doi":"https://doi.org/10.1016/s0019-9958(71)90135-5","mag":"2040537889"},"language":"en","primary_location":{"id":"doi:10.1016/s0019-9958(71)90135-5","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0019-9958(71)90135-5","pdf_url":null,"source":{"id":"https://openalex.org/S4210192454","display_name":"Information and Control","issn_l":"0019-9958","issn":["0019-9958","1878-2981"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310319955","host_organization_name":"Academic Press","host_organization_lineage":["https://openalex.org/P4310319955","https://openalex.org/P4310320990"],"host_organization_lineage_names":["Academic Press","Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Information and Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hdl.handle.net/2027.42/33555","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054666993","display_name":"Tyrone E. Duncan","orcid":"https://orcid.org/0000-0002-6664-9967"},"institutions":[{"id":"https://openalex.org/I27837315","display_name":"University of Michigan","ror":"https://ror.org/00jmfr291","country_code":"US","type":"education","lineage":["https://openalex.org/I27837315"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Tyrone E. Duncan","raw_affiliation_strings":["Department of Computer, Information and Control Engineering, College of Engineering, University of Michigan, Ann Arbor, Michigan 48104, USA"],"affiliations":[{"raw_affiliation_string":"Department of Computer, Information and Control Engineering, College of Engineering, University of Michigan, Ann Arbor, Michigan 48104, USA","institution_ids":["https://openalex.org/I27837315"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5054666993"],"corresponding_institution_ids":["https://openalex.org/I27837315"],"apc_list":null,"apc_paid":null,"fwci":1.5796,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.83785249,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"19","issue":"3","first_page":"265","last_page":"271"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6575000286102295,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.6575000286102295,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mutual-information","display_name":"Mutual information","score":0.7450735569000244},{"id":"https://openalex.org/keywords/interpretation","display_name":"Interpretation (philosophy)","score":0.6318401098251343},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6284350156784058},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5112643241882324},{"id":"https://openalex.org/keywords/expression","display_name":"Expression (computer science)","score":0.4968116581439972},{"id":"https://openalex.org/keywords/conditional-mutual-information","display_name":"Conditional mutual information","score":0.45344454050064087},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.4381885528564453},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.41220617294311523},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.37914803624153137},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3750448226928711},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.25905680656433105},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17647415399551392}],"concepts":[{"id":"https://openalex.org/C152139883","wikidata":"https://www.wikidata.org/wiki/Q252973","display_name":"Mutual information","level":2,"score":0.7450735569000244},{"id":"https://openalex.org/C527412718","wikidata":"https://www.wikidata.org/wiki/Q855395","display_name":"Interpretation (philosophy)","level":2,"score":0.6318401098251343},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6284350156784058},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5112643241882324},{"id":"https://openalex.org/C90559484","wikidata":"https://www.wikidata.org/wiki/Q778379","display_name":"Expression (computer science)","level":2,"score":0.4968116581439972},{"id":"https://openalex.org/C124805900","wikidata":"https://www.wikidata.org/wiki/Q5159269","display_name":"Conditional mutual information","level":3,"score":0.45344454050064087},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.4381885528564453},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.41220617294311523},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.37914803624153137},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3750448226928711},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.25905680656433105},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17647415399551392},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/s0019-9958(71)90135-5","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0019-9958(71)90135-5","pdf_url":null,"source":{"id":"https://openalex.org/S4210192454","display_name":"Information and Control","issn_l":"0019-9958","issn":["0019-9958","1878-2981"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310319955","host_organization_name":"Academic Press","host_organization_lineage":["https://openalex.org/P4310319955","https://openalex.org/P4310320990"],"host_organization_lineage_names":["Academic Press","Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Information and Control","raw_type":"journal-article"},{"id":"pmh:oai:deepblue.lib.umich.edu:2027.42/33555","is_oa":true,"landing_page_url":"http://hdl.handle.net/2027.42/33555>","pdf_url":"https://hdl.handle.net/2027.42/33555","source":{"id":"https://openalex.org/S4306400393","display_name":"Deep Blue (University of Michigan)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I27837315","host_organization_name":"University of Michigan","host_organization_lineage":["https://openalex.org/I27837315"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.817.2826","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.817.2826","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://deepblue.lib.umich.edu/bitstream/handle/2027.42/33555/0000056.pdf%3Bjsessionid%3DB31D7ECC680D4D928315367D3D9FA340?sequence%3D1","raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:deepblue.lib.umich.edu:2027.42/33555","is_oa":true,"landing_page_url":"http://hdl.handle.net/2027.42/33555>","pdf_url":"https://hdl.handle.net/2027.42/33555","source":{"id":"https://openalex.org/S4306400393","display_name":"Deep Blue (University of Michigan)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I27837315","host_organization_name":"University of Michigan","host_organization_lineage":["https://openalex.org/I27837315"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2040537889.pdf"},"referenced_works_count":14,"referenced_works":["https://openalex.org/W1500551892","https://openalex.org/W1536233603","https://openalex.org/W1576733085","https://openalex.org/W1668826802","https://openalex.org/W2033079303","https://openalex.org/W2044472626","https://openalex.org/W2050778260","https://openalex.org/W2083731191","https://openalex.org/W2091891040","https://openalex.org/W2162176610","https://openalex.org/W4241085363","https://openalex.org/W4242336734","https://openalex.org/W6683764888","https://openalex.org/W6824195299"],"related_works":["https://openalex.org/W4205619203","https://openalex.org/W3135541457","https://openalex.org/W4313429060","https://openalex.org/W3164528651","https://openalex.org/W181490901","https://openalex.org/W2337819340","https://openalex.org/W2044289181","https://openalex.org/W3048654224","https://openalex.org/W620239920","https://openalex.org/W4390964098"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}