Correction to: Minimization of the Kullback information of diffusion processes

zbMath0830.60067MaRDI QIDQ1901162

Patrick Cattiaux, Christian Léonard

Publication date: 5 November 1995

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1995__31_4_705_0

zbMATH Keywords

energy conditionsupermartingaledomination conditionKullback informationFöllmer-measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic integrals (60H05) Multiplicative functionals and Markov processes (60J57)

Related Items (3)

On the Poincaré Constant of Log-Concave Measures ⋮ Stochastic optimal transport revisited ⋮ Time reversal and reflected diffusions

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