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Benamou–Brenier and duality formulas for the entropic cost on RCD∗(K, N) spaces

Gigli N.
•
Tamanini L.
2020
  • journal article

Periodico
PROBABILITY THEORY AND RELATED FIELDS
Abstract
In this paper we prove that, within the framework of RCD∗(K, N) spaces with N< ∞, the entropic cost (i.e. the minimal value of the Schrödinger problem) admits:A threefold dynamical variational representation, in the spirit of the Benamou–Brenier formula for the Wasserstein distance;A Hamilton–Jacobi–Bellman dual representation, in line with Bobkov–Gentil–Ledoux and Otto–Villani results on the duality between Hamilton–Jacobi and continuity equation for optimal transport;A Kantorovich-type duality formula, where the Hopf–Lax semigroup is replaced by a suitable ‘entropic’ counterpart. We thus provide a complete and unifying picture of the equivalent variational representations of the Schrödinger problem as well as a perfect parallelism with the analogous formulas for the Wasserstein distance. Riemannian manifolds with Ricci curvature bounded from below are a relevant class of RCD∗(K, N) spaces and our results are new even in this setting.
DOI
10.1007/s00440-019-00909-1
WOS
WOS:000519778200001
Archivio
https://hdl.handle.net/20.500.11767/111348
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85065241712
https://arxiv.org/abs/1805.06325v1
Diritti
open access
Soggetti
  • Settore MAT/05 - Anal...

Scopus© citazioni
11
Data di acquisizione
Jun 14, 2022
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Web of Science© citazioni
18
Data di acquisizione
Mar 26, 2024
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Data di acquisizione
Apr 19, 2024
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