Large deviations and the propagation of chaos for Schrödinger processes

DOI10.1007/BF01222509zbMath0767.60056MaRDI QIDQ1203931

Masao Nagasawa, Robert Aebi

Publication date: 4 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

relative entropydiffusion processlarge deviation principleinteracting particlesempirical distributionapproximate Sanov propertySchrödinger process

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Random operators and equations (aspects of stochastic analysis) (60H25) Large deviations (60F10)

Related Items (10)

The Novikov and entropy conditions of multidimensional diffusion processes with singular drift ⋮ Diffusions with singular drift related to wave functions ⋮ Schrödinger processes with unbounded or singular potentials, conditional Sanov property ⋮ Propagation of chaos in entropy ⋮ Contingency tables with prescribed marginals ⋮ Schrödinger's time-reversal of natural laws ⋮ A solution to Schrödinger's problem of nonlinear integral equations ⋮ The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals ⋮ Time reversal of Markov processes and relativistic quantum theory ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge

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