Functional inequalities for forward and backward diffusions (Q2201508)
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scientific article; zbMATH DE number 7252726
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| English | Functional inequalities for forward and backward diffusions |
scientific article; zbMATH DE number 7252726 |
Statements
Functional inequalities for forward and backward diffusions (English)
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29 September 2020
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quadratic transportation inequality
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optimal stopping
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backward stochastic differential equation
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stochastic differential equation
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non-smooth coefficients
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concentration of measures
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logarithmic-Sobolev inequality
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0.9183078
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0.88721305
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0.8845351
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0.88407767
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0.88368726
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0.88328904
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0.87972707
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0.87959826
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