Kévin Hartmann

most citedVariational calculus for diffusions

1 citations · 2 across the 4 of their papers we have counts for

collaborators

4 papers

math.PR2016

Variational calculus on Wiener space with respect to conditional expectations

Kévin Hartmann

We give a variational formulation for $- lo g E_{ν} [e^{- f} ∣ F_{t}]$ for a large class of measures $ν$ . We give a refined entropic characterization of the inv…

math.PR2016★ 1 cited

A general framework for variational calculus on Wiener space

Kévin Hartmann

We provide a framework to derive a variational formulation for $- lo g E_{ν} [e^{- f}]$ for a large class of measures $ν$ . We use a family of perturbations of the ide…

math.PR2016★ 1 cited

Variational calculus for diffusions

Kévin Hartmann

We expand the classic variational formulation of $- lo g E [e^{- f}]$ to the case where f depends on a diffusion, and not only a on Brownian motion, while decreasin…

math.PR2016

A criteria of strong H-differentiability

Kévin Hartmann

We give a criteria for a Malliavin differentiable function to be strongly H-differentiable.