A variational approach to nonlinear and interacting diffusions

DOI10.1080/07362994.2019.1609985zbMath1480.65025arXiv1812.04269OpenAlexW2904361336WikidataQ127938913 ScholiaQ127938913MaRDI QIDQ5231186

Pierre Del Moral, Marc Arnaudon

Publication date: 26 August 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.04269

zbMATH Keywords

Riemannian manifoldsvariational equationsWasserstein distancegradient flowsnonlinear diffusionslogarithmic normscontraction inequalitiesmean field particle systems

Mathematics Subject Classification ID

Variational and other types of inequalities involving nonlinear operators (general) (47J20) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic particle methods (65C35) Variational methods applied to problems in statistical mechanics (82M30)

Related Items (5)

A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ A backward Itô-Ventzell formula with an application to stochastic interpolation ⋮ A second order analysis of McKean-Vlasov semigroups ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ Backward Nonlinear Smoothing Diffusions

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