Stochastic dynamics and the Polchinski equation: an introduction - Archive ouverte HAL
Article Dans Une Revue Probability Surveys Année : 2024

Stochastic dynamics and the Polchinski equation: an introduction

Résumé

This introduction surveys a renormalisation group perspective on log-Sobolev inequalities and related properties of stochastic dynamics. We also explain the relationship of this approach to related recent and less recent developments such as Eldan's stochastic localisation and the Föllmer process, the Boué--Dupuis variational formula and the Barashkov--Gubinelli approach, the transportation of measure perspective, and the classical analogues of these ideas for Hamilton--Jacobi equations which arise in mean-field limits.
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hal-04163695 , version 1 (17-07-2023)

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Roland Bauerschmidt, Thierry Bodineau, Benoît Dagallier. Stochastic dynamics and the Polchinski equation: an introduction. Probability Surveys, 2024, 21 (none), ⟨10.1214/24-PS27⟩. ⟨hal-04163695⟩
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