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Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts

  • Published:2005-10 Issue:10 Volume:115 Page:1677-1700
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Roelly Sylvie,Thieullen Michèle

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference26 articles.

1. Conditioned diffusions which are Brownian bridges;Benjamini;J. Theoret. Probab.,1997

2. Martingales, the Malliavin Calculus and hypoellipticity under general Hörmander's Conditions;Bismut;Z. Warsch. Verw. Geb.,1981

3. Minimization of the Kullback information of diffusion processes;Cattiaux;Ann. Inst. H. Poincaré, Probab. Statist.,1994

4. Introduction to Stochastic Integration;Chung,1990

5. A local characterization of reciprocal diffusions;Clark,1991

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1. Fluctuations of bridges, reciprocal characteristics and concentration of measure;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2018-08-01

2. A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost;Probability Theory and Related Fields;2018-07-02

3. Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges;Probability Theory and Related Fields;2017-11-22

4. Bridge mixtures of random walks on an Abelian group;Bernoulli;2017-08-01

5. Reciprocal classes of random walks on graphs;Stochastic Processes and their Applications;2017-06
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