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.

%B Probability Theory and Related Fields %8 Apr %G eng %U https://doi.org/10.1007/s00440-019-00909-1 %R 10.1007/s00440-019-00909-1 %0 Journal Article %J Stochastic Processes and their Applications %D 2019 %T An entropic interpolation proof of the HWI inequality %A Ivan Gentil %A Christian Léonard %A Luigia Ripani %A Luca Tamanini %K Entropic interpolations %K Fisher information %K Relative entropy %K Schrödinger problem %K Wasserstein distance %XThe 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.

%B Stochastic Processes and their Applications %G eng %U http://www.sciencedirect.com/science/article/pii/S0304414918303454 %R https://doi.org/10.1016/j.spa.2019.04.002 %0 Journal Article %J Rendiconti Lincei-Matematica e Applicazioni %D 2018 %T Second order differentiation formula on RCD(K, N) spaces %A Nicola Gigli %A Luca Tamanini %B Rendiconti Lincei-Matematica e Applicazioni %V 29 %P 377–386 %G eng %0 Report %D 2018 %T Second order differentiation formula on RCD*(K,N) spaces %A Nicola Gigli %A Luca Tamanini %G eng %0 Report %D 2017 %T Second order differentiation formula on compact RCD*(K,N) spaces %A Nicola Gigli %A Luca Tamanini %G eng