Schrödinger conditional brownian motion and stochastic calculus of variations
type: Item
instance of: scholarly article
title: Schrödinger conditional brownian motion and stochastic calculus of variations
zbMATH Open document ID: 0601.60079
DOI: 10.1080/17442508608833397
published in: Stochastics
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H25
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 3969818
zbMATH Keywords: Schrödinger conditional Brownian motion
zbMATH Keywords: Schrödinger equation
zbMATH Keywords: stochastic calculus of variations
zbMATH Keywords: stochastic optimal control problem
author: Z. Zhao
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/17442508608833397
OpenAlex ID: W2013448117
cites work: Brownian motion and harnack inequality for Schrödinger operators
cites work: Q3954613
cites work: Exit probabilities and optimal stochastic control
cites work: Stochastic calculus of variations and mechanics
cites work: Schrödinger semigroups
cites work: Conditional gauge with unbounded potential
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description: scientific article