Diffusion processes as Wasserstein gradient flows via stochastic control of the volatility matrix

MaRDI QIDQ6457054zbMATH OpenFDO

Authors Bertram Tschiderer

Publication date 28 October 2023

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Measures of information, entropy (94A17)

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