Representation formula for the entropy and functional inequalities
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Abstract: We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell's formula for the Laplace transform. As an application, we give unified and short proofs of a number of functional inequalities.
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Cited in
(40)- On the variational method for Euclidean quantum fields in infinite volume
- Causal transport plans and their Monge-Kantorovich problems
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- Optimal couplings on Wiener space and an extension of Talagrand's transport inequality
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- Regularization in L₁ for the Ornstein-Uhlenbeck semigroup
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- Concentration of dynamic risk measures in a Brownian filtration
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- The Brownian transport map
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