scientific article; zbMATH DE number 926743

MaRDI QIDQ4892166zbMATH OpenFDO

Authors Patrick Cattiaux, Christian Léonard

Publication date 10 June 1997

Full work available at URL http://www.numdam.org/item?id=SPS_1996__30__288_0, https://eudml.org/doc/113935

zbMATH Keywords

entropylarge deviationsMarkov processesmartingale problem

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45) Diffusion processes (60J60)

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(8)

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• Stochastic optimal transport revisited
• Feynman-Kac formula under a finite entropy condition
• A journey with the integrated 2 criterion and its weak forms
• Hypercontractivity for perturbed diffusion semigroups
• On quadratic transportation cost inequalities
• Deviations bounds and conditional principles for thin sets
• Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry

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