Note on the Schrödinger equation and I-projections
From MaRDI portal
Publication:689528
DOI10.1016/0167-7152(93)90257-JzbMATH Open0780.60036OpenAlexW1968979754MaRDI QIDQ689528FDOQ689528
Authors: M. C. Fu 
Publication date: 30 January 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(93)90257-j
Recommendations
- Closedness of sum spaces and the generalized Schrödinger problem
- scientific article; zbMATH DE number 858847
- Schrödinger processes with unbounded or singular potentials, conditional Sanov property
- A solution to Schrödinger's problem of nonlinear integral equations
- Regularity of Schrödinger's functional equation in the weak topology and moment measures
Cites Work
- Theory of Reproducing Kernels
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Title not available (Why is that?)
- I-divergence geometry of probability distributions and minimization problems
- Functional Operators (AM-22), Volume 2
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Title not available (Why is that?)
- An automorphism of product measures
- On extremal measures and subspace density
- A Remark on Extreme Doubly Stochastic Measures
- Doubly stochastic operators obtained from positive operators
- Iterates of Conditional Expectation Operators
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (37)
- Regularity of Schrödinger's functional equation in the weak topology and moment measures
- Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes
- Convex duality in nonlinear optimal transport
- An iterative procedure for general probability measures to obtain \(I\)-projections onto intersections of convex sets
- Unified generalized iterative scaling and its applications
- Stochastic optimal transport with at most quadratic growth cost
- Asymptotics of discrete Schrödinger bridges via chaos decomposition
- Two end points marginal problem by stochastic optimal transportation
- Entropy minimization and Schrödinger processes in infinite dimensions
- Convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings
- Minimum information dependence modeling
- From the Schrödinger problem to the Monge-Kantorovich problem
- A solution to Schrödinger's problem of nonlinear integral equations
- Stochastic optimal transport revisited
- Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
- Asymptotic inference for semiparametric association models
- Duality theorem for the stochastic optimal control problem
- Second order differentiation formula on \(\mathsf{RCD}^*(K,N)\) spaces
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- A non‐linear monotonicity principle and applications to Schrödinger‐type problems
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle
- Maximum entropy copula with given diagonal section
- Biproportional scaling of matrices and the iterative proportional fitting procedure
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Bounding wrong-way risk in CVA calculation
- Closedness of sum spaces and the generalized Schrödinger problem
- A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
- Domain decomposition for entropy regularized optimal transport
- Entropy-regularized 2-Wasserstein distance between Gaussian measures
- Estimating cell frequencies under inequality constraints based on the Kullback-Leibler information
- Continuity of \(f\)-projections and applications to the iterative proportional fitting procedure
- Discussion of the Krolikowski Rzewuski equation for projection of a state-vector onto one-dimensional subspace of Hilbert space
- Entropic turnpike estimates for the kinetic Schrödinger problem
- Entropic optimal transport: convergence of potentials
- Stability of entropic optimal transport and Schrödinger bridges
- Copula modeling for discrete random vectors
- Martingale Schrödinger bridges and optimal semistatic portfolios
This page was built for publication: Note on the Schrödinger equation and \(I\)-projections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689528)
