4 papers
A trajectorial approach to relative entropy dissipation of McKeanVlasov diffusions: gradient flows and HWBI inequalities
Bertram Tschiderer, Lane Chun Yeung
We formulate a trajectorial version of the relative entropy dissipation identity for McKeanVlasov diffusions, extending the results of the papers [FJ16,KST20a], which apply to n…
A variational characterization of LangevinSmoluchowski diffusions
Ioannis Karatzas, Bertram Tschiderer
We show that LangevinSmoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repea…
A trajectorial approach to the gradient flow properties of Langevin-Smoluchowski diffusions
Ioannis Karatzas, Walter Schachermayer, Bertram Tschiderer
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It w…
Trajectorial Otto calculus
Ioannis Karatzas, Walter Schachermayer, Bertram Tschiderer
We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by J…