10.6k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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3 papers · 2 filters
Weighted Nash Inequalities
Dominique Bakry, François Bolley, Ivan Gentil +1
Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we pres…
Dimension dependent hypercontractivity for Gaussian kernels
Dominique Bakry, François Bolley, Ivan Gentil
We derive sharp, local and dimension dependent hypercontractive bounds on the Markov kernel of a large class of diffusion semigroups. Unlike the dimension free ones, they capture r…
Stochastic control under progressive enlargement of filtrations and applications to multiple defaults risk management
Huyen Pham
We formulate and investigate a general stochastic control problem under a progressive enlargement of filtration. The global information is enlarged from a reference filtration and…