Feynman-Kac formula under a finite entropy condition (Q2099819): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(7 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s00440-022-01155-8 / rank
Normal rank
 
Property / author
 
Property / author: Christian Léonard / rank
Normal rank
 
Property / author
 
Property / author: Christian Léonard / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4287201714 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q113905083 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 2104.09171 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on probability theory and statistics. Ecole d'eté de probabilités de Saint-Flour XXX -- 2000 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropic optimal transport: geometry and large deviations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimization of the Kullback information of diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4892166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4441722 / rank
 
Normal rank
Property / cites work
 
Property / cites work: From Brownian Motion to Schrödinger’s Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Itō calculus and stochastic integral representation of martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4511133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3025997 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional brownian motion and the boundary limits of harmonic functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classical potential theory and its probabilistic counterpart. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bohmian Mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4399897 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4291262 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Space-Time Approach to Non-Relativistic Quantum Mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5569065 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3675286 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3704700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3810626 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calcul stochastique et problèmes de martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Distributions of Certain Wiener Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5808624 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$ / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3755824 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absolute Continuity of Markov Processes and Generators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3128639 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Girsanov Theory Under a Finite Entropy Condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Properties of Path Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of the Schrödinger problem and some of its connections with optimal transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to the theory of (non-symmetric) Dirichlet forms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tightness criteria for laws of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3678418 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5552132 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Dirichlet forms and Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4482179 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The theory of generalized Dirichlet forms and its applications in analysis and stochastics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion processes with continuous coefficients, I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion processes with continuous coefficients, II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Optimal Transport View of Schrödinger's Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational processes and stochastic versions of mechanics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Clark-Ocone formula and variational representation for Poisson functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tightness results for laws of diffusion processes application to stochastic mechanics / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S00440-022-01155-8 / rank
 
Normal rank

Latest revision as of 01:23, 17 December 2024

scientific article
Language Label Description Also known as
English
Feynman-Kac formula under a finite entropy condition
scientific article

    Statements

    Feynman-Kac formula under a finite entropy condition (English)
    0 references
    18 November 2022
    0 references
    diffusion processes
    0 references
    Feynman-Kac formula
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    relative entropy
    0 references
    extended generator
    0 references
    stochastic derivative
    0 references
    entropic optimal transport
    0 references
    Kato class
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references