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20142026
most citedThe mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities

4 citations · 14 across the 12 of their papers we have counts for

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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.PR2024

Geometric Martingale Benamou-Brenier transport and geometric Bass martingales

Julio Backhoff, Gregoire Loeper, Jan Obloj

We introduce and study geometric Bass martingales. Bass martingales were introduced in \cite{Ba83} and studied recently in a series of works, including \cite{BaBeHuKa20,BaBeScTs23}…