The Parisi Formula has a Unique Minimizer

Author:

Auffinger Antonio,Chen Wei-Kuo

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference20 articles.

1. Auffinger, A., Chen, W.-K.: On properties of Parisi Measures. To appear in Probab. Theory Relat. Fields. preprint arXiv:1303.3573 (2013)

2. Borell, C.: Diffusion equations and geometric inequalities. Potential Anal. 12(1), 49–71 (2000)

3. Boué, M., Dupuis, P.: A variational representation for certain functionals of Brownian motion. Ann. Probab. 26(4), 1641–1659 (1998)

4. Chen, W.-K.: Partial results on the convexity of the Parisi functional with PDE approach. To appear in Proc. Am. Math. Soc. preprint arXiv:1308.6559 (2013)

5. Fleming, W.H.: Exit probabilities and optimal stochastic control. Appl. Math. Optim. 4, 329–346 (1978)

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