18 citations · 63 across the 38 of their papers we have counts for
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math.PR2019★ 5 cited
Backward propagation of chaos
Mathieu Laurière, Ludovic Tangpi
This paper develops a theory of propagation of chaos for a system of weakly interacting particles whose terminal configuration is fixed as opposed to the initial configuration as c…
math.PR2019★ 7 cited
Functional inequalities for forward and backward diffusions
Daniel Bartl, Ludovic Tangpi
In this article we derive Talagrand's inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic…