Doob decomposition, Dirichlet processes, and entropies on Wiener space (Q2088466)
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English | Doob decomposition, Dirichlet processes, and entropies on Wiener space |
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Doob decomposition, Dirichlet processes, and entropies on Wiener space (English)
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22 October 2022
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optimal transport
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coupling on Wiener space
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relative entropy
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Talagrand's inequality
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Dirichlet processes
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Doob decomposition
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Fukushima decomposition
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