Some properties of path measures

DOI10.1007/978-3-319-11970-0_8zbMATH Open1390.60279arXiv1308.0217OpenAlexW2135044418MaRDI QIDQ4568487FDOQ4568487

Authors: Christian Léonard 

Publication date: 21 June 2018

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

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.

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

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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)

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Cited In (22)

• A variational characterization of Langevin-Smoluchowski diffusions
• Time Reversal of diffusion processes under a finite entropy condition
• An entropic interpolation proof of the HWI inequality
• A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
• Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
• Convexity and regularity properties for entropic interpolations
• An entropic interpolation problem for incompressible viscous fluids
• A formula for the time derivative of the entropic cost and applications
• Around the entropic talagrand inequality
• Second order differentiation formula on \(\mathsf{RCD}^*(K,N)\) spaces
• Benamou-Brenier and duality formulas for the entropic cost on \(\mathsf{RCD}^*(K,N)\) spaces
• A survey of the Schrödinger problem and some of its connections with optimal transport
• Reciprocal processes. A measure-theoretical point of view
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Title not available (Why is that?)
• Feynman-Kac formula under a finite entropy condition
• Model-free and prior-free data-driven inference in mechanics
• A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions
• Entropic curvature on graphs along Schrödinger bridges at zero temperature
• Title not available (Why is that?)
• About the analogy between optimal transport and minimal entropy
• Lazy random walks and optimal transport on graphs

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