On a class of average preserving semi-martingale laws optimization problems

DOI10.31390/JOSA.1.1.02MaRDI QIDQ6923233zbMATH OpenFDO

Authors Rémi Lassalle

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/JOSA.1.1.02

zbMATH Keywords

Wiener spacestochastic analysisleast action principleSchrödinger problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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