English

An entropic interpolation proof of the HWI inequality

Probability 2018-07-19 v1 Classical Analysis and ODEs

Abstract

We present a pathwise proof of the HWI inequality which is based on en-tropic interpolations rather than displacement ones. Unlike the latter, entropic interpolations are regular both in space and time. Consequently, our approach is closer to the Otto-Villani heuristics, presented in the first part of the article [23], than the original rigorous proof presented in the second part of [23].

Keywords

Cite

@article{arxiv.1807.06893,
  title  = {An entropic interpolation proof of the HWI inequality},
  author = {Ivan Gentil and Christian Léonard and Luigia Ripani and Luca Tamanini},
  journal= {arXiv preprint arXiv:1807.06893},
  year   = {2018}
}