Correction to: Minimization of the Kullback information of diffusion processes

MaRDI QIDQ1901162zbMATH OpenFDO

Authors Patrick Cattiaux, Christian Léonard

Publication date 5 November 1995

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1995__31_4_705_0, https://eudml.org/doc/77527

zbMATH Keywords

domination conditionenergy conditionFöllmer-measureKullback informationsupermartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Multiplicative functionals and Markov processes (60J57) Diffusion processes (60J60)

Cited in

(6)

• Time reversal and reflected diffusions
• Minimization of the Kullback information of diffusion processes
• Stochastic optimal transport revisited
• scientific article; zbMATH DE number 4101087 (Why is no real title available?)
• On the Poincaré constant of log-concave measures
• A journey with the integrated 2 criterion and its weak forms

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