Reciprocal processes
From MaRDI portal
Cites work
- An automorphism of product measures
- First Passage Time for a Particular Gaussian Process
- scientific article; zbMATH DE number 3156707 (Why is no real title available?)
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 3009260 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- Reciprocal Processes: The Stationary Gaussian Case
Cited in
(81)- Linear stochastic differential equations with boundary conditions
- Transformations of diffusion and Schrödinger processes
- Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics
- Gaussian reciprocal processes revisited
- Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)
- Triangular stochastic differential equations with boundary conditions
- Second order stochastic differential equations and non-Gaussian reciprocal diffusions
- Schrödinger processes with unbounded or singular potentials, conditional Sanov property
- Entropy minimization and Schrödinger processes in infinite dimensions
- Characterization of multivariate stationary Gaussian reciprocal diffusions
- Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges
- On the time evolution of Bernstein processes associated with a class of parabolic equations
- A maxentropic procedure for reconstructing a distribution from its marginals
- Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
- Self-intersection local time for Gaussian \({\mathcal S}'(\mathbb{R} ^ d)\)-processes: Existence, path continuity and examples
- Copula fields and their applications
- Time reversal of Markov processes and relativistic quantum theory
- Schrödinger's interpolating dynamics and Burgers' flows
- Regularity of Schrödinger's functional equation in the weak topology and moment measures
- Stochastic optimal transport revisited
- Absolute continuity of diffusion bridges
- Syntactic stochastic processes: definitions, models, and related inference problems
- Novel effect induced by spacetime curvature in quantum hydrodynamics
- Bernstein diffusions for a class of linear parabolic partial differential equations
- Regularity of Schrödinger's functional equation and mean field PDEs for h-path processes
- Generalization of uncertainty relation for quantum and stochastic systems
- On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\)
- Reciprocal classes of random walks on graphs
- Reciprocal class of jump processes
- Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
- Large deviations for Bernstein bridges
- Gaussian conditionally Markov sequences: modeling and characterization
- Non-negative Feynman-Kac kernels in Schrödinger's interpolation problem
- State distributions and minimum relative entropy noise sequences in uncertain stochastic systems: the discrete-time case
- Reciprocal processes: a stochastic analysis approach
- Modeling of stationary periodic time series by ARMA representations
- Euclidean quantum mechanics in the momentum representation
- A simplified variational characterization of Schrödinger processes
- Entropic and displacement interpolation: a computational approach using the Hilbert metric
- On some Gaussian Bernstein processes in \(\mathbb{R}^N\) and the periodic Ornstein-Uhlenbeck process
- Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order
- Fast cooling for a system of stochastic oscillators
- On Conditional Independence, Mixing, and Association
- Nearest-neighbour modelling of reciprocal chains
- Maximum likelihood estimation in Skorohod stochastic differential equations
- Variational processes and stochastic versions of mechanics
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Reciprocal diffusions and stochastic differential equations of second order∗
- On the existence of markov processes with given transition functions
- Large deviations for Markov bridges with jumps
- A Martin boundary interpretation of the maximum entropy argument
- The Markov processes of Schr�dinger
- scientific article; zbMATH DE number 4126458 (Why is no real title available?)
- Reciprocal processes. A measure-theoretical point of view
- Symplectic structure for Gaussian diffusions
- Cauchy noise and affiliated stochastic processes
- Markov bridges and enlarged filtrations
- Schrödinger processes and large deviations
- Specificity of the Schrödinger equation
- Forward-backward stochastic differential equations generated by Bernstein diffusions
- On Bernstein processes of maximal entropy
- Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
- Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
- Time-symmetric optimal stochastic control problems in space-time domains
- The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals
- Positive contraction mappings for classical and quantum Schrödinger systems
- Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space
- Stochastic deformation of integrable dynamical systems and random time symmetry
- Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager *
- Markov processes related to the stationary measure for the open KPZ equation
- Reciprocal properties of random fields on undirected graphs
- Periodic vector processes with an internal reciprocal dynamics
- Large deviations for Brownian bridges with prescribed terminal densities
- A system of Schrödinger's problems and functional equations
- Optimal survival strategies for diffusive flows: a Schrödinger bridge approach to unbalanced transport
- A kernel-based method for Schrödinger bridges
- A CTRW-driven subdiffusive fractional Brownian bridge in the reconstruction of missing experimental data
- A stochastic control approach to reciprocal diffusion processes
- Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
- Duality theorem for the stochastic optimal control problem
- Variational processes from the weak forward equation
This page was built for publication: Reciprocal processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4091169)