4 papers
Some applications of the Tsirelson spectral measures to noise filtering problems
Rémi Lassalle
This paper investigates applications of the Tsirelson spectral measures to noise filtering problems within the classical Wiener noise framework. We particularly focus on those amon…
A mass transport approach to the optimization of adapted couplings of real valued random variables
Rémi Lassalle
In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplin…
Average preserving variation processes in view of optimization
Rémi Lassalle
In this paper, we investigate specific least action principles for laws of stochastic processes within a framework which stands on filtrations preserving variations. The associated…
Symmetries and martingales in a stochastic model for the Navier-Stokes equation
Ana Bela Cruzeiro, Rémi Lassalle
A stochastic description of solutions of the Navier-Stokes equation is investigated. These solutions are represented by laws of finite dimensional semi-martingales and characterize…