Some properties of path measures

DOI10.1007/978-3-319-11970-0_8MaRDI QIDQ4568487zbMATH OpenOpenAlexFDO

Authors Christian Léonard

Publication date 21 June 2018

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.0217

zbMATH Keywords

stochastic processesconditional expectationrelative entropyunbounded measureSchrödinger problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Integration and disintegration of measures (28A50)

Abstract: We call any measure on a path space, a path measure. Some notions about path measures which appear naturally when solving the Schr"odinger problem are presented and worked out in detail.

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(22)

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