Two end points marginal problem by stochastic optimal transportation (Q2942285)

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scientific article; zbMATH DE number 6474174
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    Two end points marginal problem by stochastic optimal transportation
    scientific article; zbMATH DE number 6474174

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      Two End Points Marginal Problem by Stochastic Optimal Transportation (English)
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      20 August 2015
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      stochastic optimal transport
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      marginal problem
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      h-path process
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      semimartingale
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      Fokker-Planck equations
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