Variational calculus on Wiener space with respect to conditional expectations
Probability
2016-12-02 v3
Abstract
We give a variational formulation for for a large class of measures . We give a refined entropic characterization of the invertibility of some perturbations of the identity. We also discuss the attainability of the infimum in the variational formulation and obtain a Pr\'ekopa-Leindler theorem for conditional expectations.
Cite
@article{arxiv.1607.05555,
title = {Variational calculus on Wiener space with respect to conditional expectations},
author = {Kévin Hartmann},
journal= {arXiv preprint arXiv:1607.05555},
year = {2016}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1607.05542, arXiv:1607.05488