In this paper we prove that, within the framework of $\textsf{RCD}^\star(K,N)$ spaces with $N<\infty$, 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 $\textsf{RCD}^*(K,N)$ spaces and our results are new even in this setting.

UR - https://doi.org/10.1007/s00440-019-00909-1 ER - TY - JOUR T1 - An entropic interpolation proof of the HWI inequality JF - Stochastic Processes and their Applications Y1 - 2019 A1 - Ivan Gentil A1 - Christian Léonard A1 - Luigia Ripani A1 - Luca Tamanini KW - Entropic interpolations KW - Fisher information KW - Relative entropy KW - Schrödinger problem KW - Wasserstein distance AB -The HWI inequality is an “interpolation”inequality between the Entropy H, the Fisher information I and the Wasserstein distance W. We present a pathwise proof of the HWI inequality which is obtained through a zero noise limit of the Schrödinger problem. Our approach consists in making rigorous the Otto–Villani heuristics in Otto and Villani (2000) taking advantage of the entropic interpolations, which are regular both in space and time, rather than the displacement ones.

UR - http://www.sciencedirect.com/science/article/pii/S0304414918303454 ER - TY - JOUR T1 - Second order differentiation formula on RCD(K, N) spaces JF - Rendiconti Lincei-Matematica e Applicazioni Y1 - 2018 A1 - Nicola Gigli A1 - Luca Tamanini VL - 29 ER - TY - RPRT T1 - Second order differentiation formula on RCD*(K,N) spaces Y1 - 2018 A1 - Nicola Gigli A1 - Luca Tamanini ER - TY - RPRT T1 - Second order differentiation formula on compact RCD*(K,N) spaces Y1 - 2017 A1 - Nicola Gigli A1 - Luca Tamanini ER -