A solution to Schrödinger's problem of nonlinear integral equations

DOI10.1007/BF00949079zbMath0835.45002OpenAlexW2039469369MaRDI QIDQ1905427

Robert Aebi

Publication date: 26 March 1996

Published in: ZAMP. Zeitschrift für angewandte Mathematik und Physik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00949079

zbMATH Keywords

variational principlelarge deviation principlediffusion equationsproduct measureunbounded kernelslocal adjointSchrödinger's system of nonlinear integral equations

Mathematics Subject Classification ID

Systems of nonlinear integral equations (45G15)

Related Items (3)

Contingency tables with prescribed marginals ⋮ Schrödinger's time-reversal of natural laws ⋮ Non-negative Feynman–Kac kernels in Schrödinger’s interpolation problem

Cites Work

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• On the propagation of chaos for diffusion processes with drift coefficients not of average form
• Transformations of diffusion and Schrödinger processes
• Large deviations and the propagation of chaos for Schrödinger processes
• I-divergence geometry of probability distributions and minimization problems
• Diffusions with singular drift related to wave functions
• Itô's formula for non-smooth functions
• Schrödinger processes and large deviations

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