加载中…
We provide a framework to derive a variational formulation for for a large class of measures . We use a family of perturbations of the identity whose invertibility we characterize thanks to entropy. This yields results of strong existence for various stochastic differential equations. We also discuss the attainability of the infimum in the variational formulation and we derive a Pr'ekopa-Leindler theorem for the measure .

生成讲解博客的中文版本

生成AI智能校验的中文版本