DOI10.1080/07362994.2017.1422747zbMath1385.93087arXiv1303.6925MaRDI QIDQ4639179
Rémi Lassalle
Publication date: 3 May 2018 Published in: Stochastic Analysis and Applications (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/1303.6925
zbMATH Keywords
entropy; stochastic processes; stochastic analysis; optimal transport
Mathematics Subject Classification ID
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)