Large deviations and Nelson processes
From MaRDI portal
Publication:4322421
DOI10.1515/form.1995.7.95zbMath0817.60021OpenAlexW1963854881MaRDI QIDQ4322421
Patrick Cattiaux, Christian Léonard
Publication date: 17 July 1995
Published in: Forum Mathematicum (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/186450
Diffusion processes (60J60) Large deviations (60F10) Random measures (60G57) Stochastic mechanics (including stochastic electrodynamics) (81P20)
Related Items
Deviations bounds and conditional principles for thin sets ⋮ Particles systems and numerical schemes for mean reflected stochastic differential equations ⋮ A survey of the Schrödinger problem and some of its connections with optimal transport ⋮ Quenched large deviations for interacting diffusions in random media ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ Lagrangian Uncertainty Quantification and Information Inequalities for Stochastic Flows ⋮ Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion ⋮ Stochastic optimal transport revisited ⋮ An entropy minimization approach to second-order variational mean-field games ⋮ Time reversal and reflected diffusions
