A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost
DOI10.1007/s00440-018-0856-7zbMath1481.60152arXiv1704.04821OpenAlexW2963725315MaRDI QIDQ2416545
Publication date: 23 May 2019
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.04821
Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Large deviations (60F10) Functional inequalities, including subadditivity, convexity, etc. (39B62) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Integration and disintegration of measures (28A50) Optimal transportation (49Q22)
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