Bernstein processes associated with a Markov process

MaRDI QIDQ4511133zbMATH OpenFDO

Authors Ana Bela Cruzeiro, Jean-Claude Zambrini, Liming Wu

Publication date 28 February 2001

zbMATH Keywords

entropyEuclidean quantum mechanicsFeynman's quantum mechanical toolsgeometrical structureGibbs measure

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Recommendations

• scientific article; zbMATH DE number 797348
• Variational processes and stochastic versions of mechanics
• scientific article; zbMATH DE number 432955
• scientific article; zbMATH DE number 3978107
• Bernstein processes and Pauli-type equations

Cited in

(28)

• Bernstein processes and Pauli-type equations
• Feynman-Kac formula under a finite entropy condition
• Bernstein processes, isovectors and mechanics
• Entropical optimal transport, Schrödinger's system and algorithms
• Hopf-Cole transformation via generalized Schrödinger bridge problem
• Bernstein diffusions for a class of linear parabolic partial differential equations
• Large deviations for Bernstein bridges
• A probabilistic deformation of calculus of variations with constraints
• scientific article; zbMATH DE number 432955 (Why is no real title available?)
• On some Gaussian Bernstein processes in \(\mathbb{R}^N\) and the periodic Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 3862280 (Why is no real title available?)
• scientific article; zbMATH DE number 4153647 (Why is no real title available?)
• scientific article; zbMATH DE number 3978107 (Why is no real title available?)
• Variational processes and stochastic versions of mechanics
• A survey of the Schrödinger problem and some of its connections with optimal transport
• Bernstein processes and spin-1/2 particles
• Reciprocal processes. A measure-theoretical point of view
• scientific article; zbMATH DE number 797348 (Why is no real title available?)
• scientific article; zbMATH DE number 843146 (Why is no real title available?)
• On Bernstein processes of maximal entropy
• Time-symmetric optimal stochastic control problems in space-time domains
• Variational principle for stochastic mechanics based on information measures
• Some Bernstein processes similar to Cox-Ingersoll-Ross ones
• Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager ^*
• Some Connections Between Stochastic Mechanics, Optimal Control, and Nonlinear Schrödinger Equations
• From second-order differential geometry to stochastic geometric mechanics
• Entropical K-means for clustering and an alternating algorithm
• Minimization of entropy functionals

This page was built for publication: Bernstein processes associated with a Markov process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4511133)