Measure transport on Wiener space and the Girsanov theorem
By D. Feyel, A. Üstünel. 2002
60 citations recorded by the source corpus.
Subfields: Applied Mathematics, Geometry and Topology
View Paper: https://www.semanticscholar.org/paper/fe5b19878402546a281abfb08661eee6446d8ab5
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Luigi Ambrosio
- Nicola Gigli
- Giuseppe Savar'e
- Arnaud Guillin
- Filippo Santambrogio
- Bruno Saussereau
- Andrea Mondino
- C. Ketterer
In Geometry and Topology
- Nicola Gigli
- Luigi Ambrosio
- Giuseppe Savar'e
- Bruno Saussereau
- Arnaud Guillin
- Joseph Lehec
- Liming Wu
- Hacène Djellout
Citations in the corpus
- Representation formula for the entropy and functional inequalities (2010, background): “Fair enough, Feyel and Üstünel [13] have a very similar argument.”
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions (2004, methodology): “We learned very recently (10 monthes after our first version) from Fang that the method of Girsanov transformation here has been used by Feyel and Ustunel [ 5 ] in a less elementary manner.”
- Gradient flows with metric and differentiable structures, and applications to the Wasserstein space (2004, background): “In the case when m 1 vanishes on any Gaussian null set (in the case X4R this condition is equivalent to the absolute continuity of m 1 with respect to L) we can say much more thanks to the following theorem, due in the finite dimensional case to Knott-Smith and Brenier (see also [12] for an analogou”
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion (2012, methodology): “This method also appears in [10] and was well known for a long time.”
- Gradient Flows: In Metric Spaces and in the Space of Probability Measures (2005, background): “10) an existence result in the case when X is a separable Hilbert space (compare with the result [67, 68] in Wiener spaces, where the cost function c(x, y) is finite only when x−y is in the Cameron-Martin space).”