Stochastic dynamics and the Polchinski equation: an introduction
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arXiv
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| Format: | Preprint |
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2023
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| _version_ | 1866908334955692032 |
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| author | Bauerschmidt, Roland Bodineau, Thierry Dagallier, Benoit |
| author_facet | Bauerschmidt, Roland Bodineau, Thierry Dagallier, Benoit |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_07619 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Stochastic dynamics and the Polchinski equation: an introduction Bauerschmidt, Roland Bodineau, Thierry Dagallier, Benoit Probability Mathematical Physics Functional Analysis 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. |
| title | Stochastic dynamics and the Polchinski equation: an introduction |
| topic | Probability Mathematical Physics Functional Analysis |
| url | https://arxiv.org/abs/2307.07619 |