Alfonsi, Aurélien; Jourdain, Benjamin Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. (English) Zbl 1454.90028 ESAIM, Probab. Stat. 24, 703-717 (2020). MSC: 90C08 60G42 60E15 58B10 49J50 PDFBibTeX XMLCite \textit{A. Alfonsi} and \textit{B. Jourdain}, ESAIM, Probab. Stat. 24, 703--717 (2020; Zbl 1454.90028) Full Text: DOI arXiv
Fontbona, Joaquin; Jourdain, Benjamin A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations. (English) Zbl 1351.60070 Ann. Probab. 44, No. 1, 131-170 (2016). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 60H10 60H30 60J25 60G44 60G48 37A35 35B40 26D10 PDFBibTeX XMLCite \textit{J. Fontbona} and \textit{B. Jourdain}, Ann. Probab. 44, No. 1, 131--170 (2016; Zbl 1351.60070) Full Text: DOI arXiv Euclid
Jourdain, B. Stochastic flow approach to Dupire’s formula. (English) Zbl 1141.35034 Finance Stoch. 11, No. 4, 521-535 (2007). Reviewer: Yuliya Mishura (Kyïv) MSC: 35K15 60H30 91B70 35R60 PDFBibTeX XMLCite \textit{B. Jourdain}, Finance Stoch. 11, No. 4, 521--535 (2007; Zbl 1141.35034) Full Text: DOI arXiv