1 citations · 2 across the 4 of their papers we have counts for
3 papers
math.PR2016★ 1 cited
Couplings, gradient estimates and logarithmic Sobolev inequality for Langevin bridges
Giovanni Conforti, Max Von Renesse
In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient est…
math.PR2014★ 1 cited
Reciprocal class of jump processes
Giovanni Conforti, Paolo Dai Pra, Sylvie Roelly
Processes having the same bridges as a given reference Markov process constitute its {\it reciprocal class}. In this paper we study the reciprocal class of compound Poisson process…
math.PR2014
On small-noise equations with degenerate limiting system arising from volatility models
Giovanni Conforti, Stefano De Marco, Jean-Dominique Deuschel
The one-dimensional SDE with non Lipschitz diffusion coefficient is widely studied in mathematical finance. Several works…