12 citations · 15 across the 5 of their papers we have counts for
6 papers · 1 filter
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…
Weak calculus of variations for functionals of laws of semi-martingales
Ana Bela Cruzeiro, Rémi Lassalle
We develop a non-anticipating calculus of variations for functionals on a space of laws of continuous semi-martingales, which extends the classical one. We extend Hamilton's least…
Causal transference plans and their Monge-Kantorovich problems
Rémi Lassalle
This paper investigates causal optimal transportation problems, in the framework of two Polish spaces, both endowed with filtrations. Specific concretizations yield primal problems…