1. Construction of Föllmer’s drift

In a previous post, we saw how an entropy-optimal drift process could be used to prove the Brascamp-Lieb inequalities. Our main tool was a result of Föllmer that we now recall and justify. 1,061 more words

1. Construction of Föllmer’s drift

In a previous post, we saw how an entropy-optimal drift process could be used to prove the Brascamp-Lieb inequalities. Our main tool was a result of Föllmer that we now recall and justify. 1,061 more words

It is well known that the heat equation

(1)

on a compact Riemannian manifold (M,g) (with metric g static, i.e. independent of time), where is a scalar field, can be interpreted as the… 4,259 more words