1 citations · 2 across the 6 of their papers we have counts for
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Projected Langevin dynamics and a gradient flow for entropic optimal transport
Giovanni Conforti, Daniel Lacker, Soumik Pal
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of pr…
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…
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…
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…