Schrödinger processes and large deviations

DOI10.1063/1.528840zbMath0736.60071OpenAlexW2068348289MaRDI QIDQ4713338

Anton Wakolbinger, Louis G. Gorostiza, Donald A. Dawson

Publication date: 25 June 1992

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528840

zbMATH Keywords

empirical distributionminimum entropySchrödinger processconditional distribution of the surviving trajectoriesconditional large deviationrelative entropy criterion

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (14)

Schrödinger processes with unbounded or singular potentials, conditional Sanov property ⋮ Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ Entropy minimization and Schrödinger processes in infinite dimensions ⋮ A solution to Schrödinger's problem of nonlinear integral equations ⋮ A survey of the Schrödinger problem and some of its connections with optimal transport ⋮ The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ Markov processes related to the stationary measure for the open KPZ equation ⋮ Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version) ⋮ Large deviations and the propagation of chaos for Schrödinger processes ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem ⋮ Discrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path space ⋮ Lagrange approach to the optimal control of diffusions

Cites Work

• Sanov property, generalized I-projection and a conditional limit theorem
• Transformations of diffusion and Schrödinger processes
• A simplified variational characterization of Schrödinger processes
• Variational processes and stochastic versions of mechanics
• Reciprocal processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]

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