What is a stochastic Hamiltonian process on finite graph? An optimal transport answer

DOI10.1016/j.jde.2021.10.009zbMath1477.35293arXiv2101.08420OpenAlexW3211146400MaRDI QIDQ2242553

Jianbo Cui, Shu Liu, Hao-Min Zhou

Publication date: 9 November 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.08420

zbMATH Keywords

optimal transportSchrödinger bridge problemtime-inhomogeneous Markov processWasserstein-Hamiltonian flow

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Geodesics in global differential geometry (53C22) PDEs on graphs and networks (ramified or polygonal spaces) (35R02) Optimal transportation (49Q22)

Related Items (4)

A Continuation Multiple Shooting Method for Wasserstein Geodesic Equation ⋮ Time discretizations of Wasserstein–Hamiltonian flows ⋮ Wasserstein Hamiltonian Flow with Common Noise on Graph ⋮ The Łojasiewicz inequality for free energy functionals on a graph

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