scientific article; zbMATH DE number 926743

zbMATH0863.60073MaRDI QIDQ4892166FDOQ4892166

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

zbMATH Keywords

entropylarge deviationsMarkov processesmartingale problem

Mathematics Subject Classification ID

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

Recommendations

• Minimization of the Kullback information of diffusion processes
• scientific article; zbMATH DE number 4180459
• scientific article; zbMATH DE number 4192769
• Logistic processes involving markovian minimization
• The moments of stochastic functional of Markov processes on general state space

Cited in

(8)

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

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 Q4892166)