scientific article; zbMATH DE number 4199193

MaRDI QIDQ3350415zbMATH OpenFDO

Authors Paolo Dai Pra, Michele Pavon

Publication date 1990

zbMATH Keywords

Feynman-Kac formulaGirsanov transformationstochastic control

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

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(15)

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• Traversing the Schrödinger bridge strait: Robert Fortet's marvelous proof redux
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• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
• Entropic and displacement interpolation: a computational approach using the Hilbert metric
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• Fast cooling for a system of stochastic oscillators
• Extremal flows in Wasserstein space
• Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
• A variational characterization of Langevin-Smoluchowski diffusions
• The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals
• Feynman–Kac kernels in Markovian representations of the Schrödinger interpolating dynamics
• Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
• Optimal survival strategies for diffusive flows: a Schrödinger bridge approach to unbalanced transport

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