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)

Review text

This concerns ibid. 30, No. 1, 83-132 (1994; Zbl 0790.60032).

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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