Large deviations for Brownian bridges with prescribed terminal densities

DOI10.37190/0208-4147.00117MaRDI QIDQ6192099FDOQ6192099

Authors: Stefane Saize, Xiangfeng Yang 

Publication date: 12 February 2024

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zbMATH Keywords

large deviationsBrownian bridgesreciprocal processes

Mathematics Subject Classification ID

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

Cites Work

• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
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• Large deviations techniques and applications.
• Aronson's estimates and conditional diffusion processes
• Large deviations for Bernstein bridges
• Large deviations for Markov bridges with jumps
• Reciprocal processes
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• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• A survey of the Schrödinger problem and some of its connections with optimal transport
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• The Markov processes of Schr�dinger
• An automorphism of product measures
• Reciprocal processes. A measure-theoretical point of view
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• Large deviations of conditioned diffusions and applications
• Résolution d'un système d'équations de M. Schrödinger
• Stochastic optimal transportation. Stochastic control with fixed marginals

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