Two End Points Marginal Problem by Stochastic Optimal Transportation (Q2942285)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two End Points Marginal Problem by Stochastic Optimal Transportation |
scientific article |
Statements
Two End Points Marginal Problem by Stochastic Optimal Transportation (English)
0 references
20 August 2015
0 references
stochastic optimal transport
0 references
marginal problem
0 references
h-path process
0 references
semimartingale
0 references
Fokker-Planck equations
0 references
