Reciprocal diffusions in flat space

DOI10.1007/S004400050085zbMATH Open0868.60049OpenAlexW2009686203MaRDI QIDQ679166FDOQ679166

Arthur Krener

Publication date: 18 August 1997

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050085

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zbMATH Keywords

Euler equations[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Schr%EF%BF%BD%EF%BF%BDdinger+equation&go=Go Schr��dinger equation]Markov random fieldstochastic description of quantum mechanicstheory of reciprocal diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Cited In (20)

• Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view
• Linear stochastic differential equations with functional boundary conditions.
• Nearest-neighbour modelling of reciprocal chains
• Differential equations with boundary conditions perturbed by a Poisson noise.
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
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• Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
• Sampling the posterior: an approach to non-Gaussian data assimilation
• Title not available (Why is that?)
• Dynamics and kinematics of reciprocal diffusions
• Title not available (Why is that?)
• Gaussian conditionally Markov sequences: modeling and characterization
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Title not available (Why is that?)
• Extremal flows in Wasserstein space
• A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction
• Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case
• A characterization of reciprocal processes via an integration by parts formula on the path space
• Reciprocal classes of random walks on graphs
• Reciprocal class of jump processes

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