181 citations · 446 across the 49 of their papers we have counts for
3 papers · 1 filter
Backward Nonlinear Smoothing Diffusions
Brian D. O. Anderson, Adrian N. Bishop, Pierre Del Moral +1
We present a backward diffusion flow (i.e. a backward-in-time stochastic differential equation) whose marginal distribution at any (earlier) time is equal to the smoothing distribu…
Backward It{ô}-Ventzell and stochastic interpolation formulae
Pierre del Moral, Sumeetpal Sidhu Singh
We present a novel backward It{ô}-Ventzell formula and an extension of the Aleeksev-Gröbner interpolating formula to stochastic flows. We also present some natural spectral conditi…
A variational approach to nonlinear and interacting diffusions
Marc Arnaudon, Pierre Del Moral
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential method…