Author

Louis-Pierre Chaintron

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Preprint Oct 2026

Convex geometry of diffusion laws and gradient flows for stochastic control

We study gradient-type dynamics for weak stochastic control through the laws of controlled diffusions on path space. Although the objective is generally nonconvex in the drift, a uniformly convex running cost induces a strictly convex functional of the corresponding path law and hence a natural Bregman geometry. We con...

Yu-Peng Bai, Louis-Pierre Chaintron, Zhen-Jie Ren et al. · 0 citations

Preprint Jul 2026

A Dacorogna-Moser construction of transport maps on $\mathbb{R}^d$ with application to geodesics on the space of couplings

A seminal work by Dacorogna and Moser introduced a way of constructing regular transport maps from a probability distribution on a bounded domain to another one. In this work, we extend this construction to the whole $\mathbb{R}^d$ for strictly asymptotically log-concave measures, a wide class of distributions that enc...

Louis-Pierre Chaintron, Matteo Picco · 0 citations