Time Reversal of diffusion processes under a finite entropy condition

DOI10.1214/22-aihp1320zbMath1530.60069arXiv2104.07708OpenAlexW3155914913MaRDI QIDQ6147690

Patrick Cattiaux, Ivan Gentil, Christian Léonard, Giovanni Conforti

Publication date: 16 January 2024

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

Full work available at URL: https://arxiv.org/abs/2104.07708

zbMATH Keywords

relative entropydiffusion processrandom walktime-reversalstochastic derivativeentropic optimal transport

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Optimal transportation (49Q22)

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