Schrödinger processes and large deviations

DOI10.1063/1.528840MaRDI QIDQ4713338zbMATH OpenOpenAlexFDO

Authors Anton Wakolbinger, Donald A. Dawson, Luis G. Gorostiza

Publication date 25 June 1992

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.528840

zbMATH Keywords

empirical distributionminimum entropySchrödinger processconditional distribution of the surviving trajectoriesconditional large deviationrelative entropy criterion

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites work

• A simplified variational characterization of Schrödinger processes
• Reciprocal processes
• Sanov property, generalized I-projection and a conditional limit theorem
• The Markov processes of Schr�dinger
• Transformations of diffusion and Schrödinger processes
• Variational processes and stochastic versions of mechanics

Cited in

(19)

• The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals
• Entropy minimization and Schrödinger processes in infinite dimensions
• Lagrange approach to the optimal control of diffusions
• Fluctuations of bridges, reciprocal characteristics and concentration of measure
• Stochastic Schrödinger evolution over piecewise enlarged filtrations
• A solution to Schrödinger's problem of nonlinear integral equations
• Markov processes related to the stationary measure for the open KPZ equation
• Classical random processes described by Schrödinger equation
• A survey of the Schrödinger problem and some of its connections with optimal transport
• Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
• Schrödinger processes with unbounded or singular potentials, conditional Sanov property
• A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
• Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space
• Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
• Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)
• The number statistics and optimal history of non-equilibrium steady states of mortal diffusing particles
• Probabilistic Lambert problem: connections with optimal mass transport, Schrödinger bridge, and reaction-diffusion PDEs
• Large deviations and the propagation of chaos for Schrödinger processes
• Optimal survival strategies for diffusive flows: a Schrödinger bridge approach to unbalanced transport

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