Hopf-Cole transformation and Schrödinger problems

DOI10.1007/978-3-030-26980-7_76zbMath1458.60013OpenAlexW2968766056MaRDI QIDQ2305291

Flavien Léger, Wuchen Li

Publication date: 10 March 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-26980-7_76

zbMATH Keywords

Hopf-Cole transformationSchrödinger Bridge problem

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Sufficiency and information (62B99)

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The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ An optimal transport approach for the Schrödinger bridge problem and convergence of Sinkhorn algorithm ⋮ Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge ⋮ Fisher information regularization schemes for Wasserstein gradient flows

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