Upper bound for time derivative of information entropy in dynamical system driven by colored cross-correlated colored noises

The Upper bound for the time derivative of information entropy in a dynamical system driven by colored cross-correlated colored noises was investigated. The Fokker-Planck equation was obtained by the unified colored noise approximation. The upper bound for the rate of entropy change was calculated explicitly following the definition of Shannon information entropy and the Schwartz inequality principle. The interplay of the colored cross-correlated additive and multiplicative colored noises and dissipative parameter on the upper bound for the rate of entropy change were discussed.