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We investigate the kinetic Schrodinger problem, obtained considering Langevin dynamics instead of Brownian motion in Schrodingers thought experiment. Under a quasilinearity assumption we establish exponential entropic turnpike estimates for the corresponding Schrodinger bridges and exponentially fast convergence of the entropic cost to the sum of the marginal entropies in the long-time regime, which provides as a corollary an entropic Talagrand inequality. In order to do so, we profit from recent advances in the understanding of classical Schrodinger bridges and adaptations of Bakry-Emery formalism to the kinetic setting. Our quantitative results are complemented by basic structural results such as dual representation of the entropic cost and the existence of Schrodinger potentials.
In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires some bounded
In this paper we prove stable determination of an inverse boundary value problem associated to a magnetic Schrodinger operator assuming that the magnetic and electric potentials are essentially bounded and the magnetic potentials admit a Holder-type modulus of continuity in the sense of $L^2$.
In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order $2m$ are obt
This paper investigates sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem. The key ingredient is to find out the continuity of exit operator under Skorokhod topology,
We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1, 1}$ open sets by using Duhamel formula. We also obtain a gradient e