A simplified variational characterization of Schrödinger processes

From MaRDI portal
Publication:3034630

DOI10.1063/1.528481zbMath0692.60060OpenAlexW2017013117MaRDI QIDQ3034630

Anton Wakolbinger

Publication date: 1989

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528481




Related Items (17)

Schrödinger processes with unbounded or singular potentials, conditional Sanov propertyReciprocal class of jump processesOn the relation between optimal transport and Schrödinger bridges: a stochastic control viewpointA minimum entropy problem for stationary reversible stochastic spin systems on the infinite latticeEntropic and Displacement Interpolation: A Computational Approach Using the Hilbert MetricAn introduction to the semiclassical limit of Euclidean quantum mechanicsThe Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced MarginalsA second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation costSufficiency conditions for existence of an optimal feedback control in stochastic mechanicsControllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)Fractionalization of the complex-valued Brownian motion of order \(n\) using Riemann-Liouville derivative. Applications to mathematical finance and stochastic mechanicsSchrödinger processes and large deviationsDynamics and kinematics of reciprocal diffusionsStochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger BridgeDuality formula for the bridges of a Brownian diffusion: Application to gradient driftsDiscrete-time classical and quantum Markovian evolutions: Maximum entropy problems on path spaceLagrange approach to the optimal control of diffusions



Cites Work


This page was built for publication: A simplified variational characterization of Schrödinger processes