Functional inequalities for forward and backward diffusions (Q2201508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional inequalities for forward and backward diffusions |
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Functional inequalities for forward and backward diffusions (English)
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29 September 2020
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quadratic transportation inequality
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optimal stopping
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backward stochastic differential equation
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stochastic differential equation
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non-smooth coefficients
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concentration of measures
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logarithmic-Sobolev inequality
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