24 citations · 31 across the 3 of their papers we have counts for
4 papers
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…
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…
Transportation-information inequalities for Markov processes (II) : relations with other functional inequalities
Arnaud Guillin, Christian Leonard, Feng-Yu Wang +1
We continue our investigation on the transportation-information inequalities for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that impl…
A large deviation approach to some transportation cost inequalities
Nathael Gozlan, Christian Léonard
New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-know…