4 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2025
Exciting games and Monge-Ampère equations
Julio Backhoff, Zhizhang Wang, Xin Zhang
We consider a competition between players, and aim to identify the "most exciting game'' of this kind. This is translated, mathematically, into a stochastic optimization prob…
math.PR2024
Multidimensional specific relative entropy between continuous martingales
Julio Backhoff, Edoardo Kimani Bellotto
In continuous time, the laws of martingales tend to be singular to each other. Notably, N. Gantert introduced the concept of specific relative entropy between real-valued continuou…
math.PR2019★ 4 cited
The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
Julio Backhoff-Veraguas, Giovani Conforti, Ivan Gentil +1
We study the mean field Schrödinger problem (MFSP), that is the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on the obser…