688 citations
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Showing 2004Show all
3 papers · 1 filter
math.AP2004
On the one-dimensional parabolic obstacle problem with variable coefficients
Adrien Blanchet, Jean Dolbeault, Regis Monneau
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the sm…
math.PR2004★ 255 cited
Transportation cost-information inequalities and applications to random dynamical systems and diffusions
H. Djellout, A. Guillin, L. Wu
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-…
math.PR2004★ 7 cited
Moderate deviations for particle filtering
R. Douc, A. Guillin, J. Najim
Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t…