Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  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,  use a variational bound on the RER to construct an estimator.
['Manfred Opper']
I am writing a research paper on a idea An estimator for the relative entropy rate of path measures for stochastic differential equations
[{"from": "human", "value": "I am writing a research paper on a idea An estimator for the relative entropy rate of path measures for stochastic differential equations"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  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,  use a variational bound on the RER to construct an estimator."}]