Schrödinger processes with unbounded or singular potentials, conditional Sanov property

DOI10.1016/0898-1221(94)90129-5zbMath0797.60095OpenAlexW2019967843MaRDI QIDQ1327190

M. Sigal-Pauchard, A. Blaquiere

Publication date: 15 June 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(94)90129-5

zbMATH Keywords

variational characterizationconditional Sanov propertySchrödinger processesSchrödinger's bridge

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Large deviations (60F10)

Cites Work

• Sanov property, generalized I-projection and a conditional limit theorem
• 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
• I-divergence geometry of probability distributions and minimization problems
• A simplified variational characterization of Schrödinger processes
• Reciprocal processes
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Schrödinger processes and large deviations
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