scientific article; zbMATH DE number 3896050
From MaRDI portal
Publication:3675286
zbMATH Open0562.60083MaRDI QIDQ3675286FDOQ3675286
Authors: Hans Föllmer 
Publication date: 1985
Title of this publication is not available (Why is that?)
Recommendations
Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (40)
- A variational characterization of Langevin-Smoluchowski diffusions
- Entropy balance, time reversibility, and mass transport in dynamical systems
- Title not available (Why is that?)
- Effective dynamics for non-reversible stochastic differential equations: a quantitative study
- Representation formula for the entropy and functional inequalities
- Time Reversal of diffusion processes under a finite entropy condition
- A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
- Gaussian-width gradient complexity, reverse log-Sobolev inequalities and nonlinear large deviations
- Information projection on Banach spaces with applications to state independent KL-weighted optimal control
- Title not available (Why is that?)
- Time reversal of diffusion processes with a boundary condition
- Time reversal of infinite-dimensional diffusions
- Global Optimization via Schrödinger–Föllmer Diffusion
- Entropy, reversible diffusion processes and Markov uniqueness
- Title not available (Why is that?)
- Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process
- An Application of Flows to Time Shift and Time Reversal in Stochastic Processes
- A variational method for \(\Phi^4_3\)
- Diffusion entropy method for ultraslow diffusion using inverse Mittag-Leffler function
- Regularization under diffusion and anticoncentration of the information content
- Variational calculation of Laplace transforms via entropy on Wiener space and applications
- The CLT in high dimensions: quantitative bounds via martingale embedding
- Explicit solution of relative entropy weighted control
- Feynman-Kac formula under a finite entropy condition
- A function space large deviation principle for certain stochastic integrals
- Time reversal of Markov processes with jumps under a finite entropy condition
- On time reversal
- Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes
- A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
- Robust control and model misspecification
- Transport-entropy inequalities and curvature in discrete-space Markov chains
- From moving averages to anomalous diffusion: a Rényi-entropy approach
- Stability of the Shannon-Stam inequality via the Föllmer process
- Diffusion Schrödinger bridges for Bayesian computation
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Title not available (Why is that?)
- Reverse time diffusions
- Exact renormalization groups and transportation of measures
- Testing the irreversibility of a Gibbsian process via hitting and return times
- A Dimension-Free Reverse Logarithmic Sobolev Inequality for Low-Complexity Functions in Gaussian Space
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3675286)
