-
Article
Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
We investigate the quadratic Schrödinger bridge problem, a.k.a. Entropic Optimal Transport problem, and obtain weak semiconvexity and semiconcavity bounds on Schrödinger potentials under mild assumptions on th...
-
Article
Long-time Behaviour of Entropic Interpolations
In this article we investigate entropic interpolations. These measure valued curves describe the optimal solutions of the Schrödinger problem Schrödinger (Sitzungsberichte Preuss Akad. Wiss. Berlin. Phys. Math. 1...
-
Chapter and Conference Paper
Schrödinger Problem for Lattice Gases: A Heuristic Point of View
Aim of this paper is to take the first steps in the study of the Schrödinger problem for lattice gases (SPLG), which we formulate relying on classical results in large deviations theory. Our main contributions...
-
Article
Open AccessThe mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
We study the mean field Schrödinger problem (MFSP), that is the problem of finding the most likely evolution of a cloud of interacting Brownian particles conditionally on the observation of their initial and fina...
-
Article
Conditioned Point Processes with Application to Lévy Bridges
Our first result concerns a characterization by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalized version of Mecke’s formula. En p...
-
Article
A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
The Schrödinger problem is obtained by replacing the mean square distance with the relative entropy in the Monge–Kantorovich problem. It was first addressed by Schrödinger as the problem of describing the most li...
-
Chapter and Conference Paper
Multi-marginal Schrödinger Bridges
We consider the problem to identify the most like...
-
Article
Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient estimates for bridge semigroups ...
-
Article
Reciprocal Class of Jump Processes
Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set
-
Chapter and Conference Paper
Extremal Curves in Wasserstein Space
We show that known Newton-type laws for Optimal Mass Transport, Schrödinger Bridges and the classic Madelung fluid can be derived from variational principles on Wasserstein space. The second order differential...
-
Chapter and Conference Paper
On Small-Noise Equations with Degenerate Limiting System Arising from Volatility Models
The one-dimensional SDE with non Lipschitz diffusion coefficient
1 $$\begin{aligned} \textit{dX}_{t} = b(X_{t})\textit{dt} + \sigma X_{t... -
Chapter and Conference Paper
XPeer : A Self-Organizing XML P2P Database System
This paper describes XPeer , a zero-administration system for sharing and querying XML data. The system allows users to share XML data without significant human intervention, and to pose XQuery FLWR queries again...
-
Chapter and Conference Paper
Spatial Logics for Bigraphs
Bigraphs are emerging as an interesting model for concurrent calculi, like CCS, pi-calculus, and Petri nets. Bigraphs are built orthogonally on two structures: a hierarchical place graph for locations and a li...
-
Chapter and Conference Paper
Decidability of Freshness, Undecidability of Revelation
We study decidability of a logic for describing processes with restricted names. We choose a minimal fragment of the Ambient Logic, but the techniques we present should apply to every logic which uses Cardelli...
-
Chapter
TQL Algebra and Its Implementation
TQL is a query language for semi-structured data. TQL binding mechanism is based upon the ambient logic. This binding mechanism is the key feature of TQL, but its implementation is far from obvious, being based o...
