Large deviations for Brownian bridges with prescribed terminal densities

DOI10.37190/0208-4147.00117MaRDI QIDQ6192099zbMATH OpenFDO

Authors Stefane Saize, Xiangfeng Yang

Publication date 12 February 2024

zbMATH Keywords

large deviationsBrownian bridgesreciprocal processes

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) PDEs in connection with quantum mechanics (35Q40)

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• Résolution d'un système d'équations de M. Schrödinger
• Stochastic optimal transportation. Stochastic control with fixed marginals
• The Markov processes of Schr�dinger

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