30 citations · 80 across the 11 of their papers we have counts for
12 papers
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…
Agmon-type estimates for a class of jump processes
Markus Klein, Christian Leonard, Elke Rosenberger
In the limit epsilon to 0 we analyze the generators H_epsilon of families of reversible jump processes in R^d associated with a class of symmetric non-local Dirichlet-forms and sho…
Stochastic derivatives and generalized h-transforms of Markov processes
Christian Léonard
Let be a continuous-time Markov process on the time interval with values in some state space . We transform this reference process into $P:=f(X_0)\exp (-\int_0^1…
Girsanov theory under a finite entropy condition
Christian Léonard
This paper is about Girsanov's theory. It (almost) doesn't contain new results but it is based on a simplified new approach which takes advantage of the (weak) extra requirement th…
On the Duality Theory for the Monge-Kantorovich Transport Problem
Mathias Beiglböck, Christian Léonard, Walter Schachermayer
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present…
On the Duality Theory for the Monge--Kantorovich Transport Problem
Mathias Beiglboeck, Christian Leonard, Walter Schachermayer
The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present…