Reciprocal processes. A measure-theoretical point of view
From MaRDI portal
Publication:462809
DOI10.1214/13-PS220zbMath1317.60004arXiv1308.0576OpenAlexW2065133999MaRDI QIDQ462809
Jean-Claude Zambrini, Christian Léonard, Sylvie Roelly
Publication date: 22 October 2014
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.0576
Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Reciprocal classes of random walks on graphs ⋮ Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager * ⋮ Reciprocal class of jump processes ⋮ Time-symmetric optimal stochastic control problems in space-time domains ⋮ Couplings, gradient estimates and logarithmic Sobolev inequalitiy for Langevin bridges ⋮ A weak approach to the stochastic deformation of classical mechanics ⋮ Reducing Bias in Event Time Simulations via Measure Changes ⋮ Gaussian conditionally Markov sequences: modeling and characterization ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ Reciprocal properties of random fields on undirected graphs ⋮ From second-order differential geometry to stochastic geometric mechanics ⋮ Gauge transformations in stochastic geometric mechanics ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ Unnamed Item ⋮ An intrinsic calculus of variations for functionals of laws of semi-martingales ⋮ Lazy random walks and optimal transport on graphs ⋮ On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\) ⋮ Conditioned point processes with application to Lévy bridges
Cites Work
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Gibbs measures and phase transitions.
- Splitting at backward times in regenerative sets
- Symmetries in the stochastic calculus of variations
- An automorphism of product measures
- Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
- Invariance properties of the conditional independence relation
- Représentation intégrale de certaines mesures quasi-invariantes sur \(C(\mathbb{R})\). Mesures extrémales et propriété de Markov. (Intégral représentation of certain quasi invariant measures of \(C(\mathbb{R})\). Extremal measures and Markov property)
- Second order stochastic differential equations and non-Gaussian reciprocal diffusions
- Entropy minimization and Schrödinger processes in infinite dimensions
- Gibbs measures relative to Brownian motion
- Reciprocal diffusions and symmetries of parabolic PDE: the nonflat case
- A characterization of reciprocal processes via an integration by parts formula on the path space
- Markovian bridges and reversible diffusion processes with jumps
- Reciprocal classes of random walks on graphs
- Markovian bridges: weak continuity and pathwise constructions
- Bridges of Markov counting processes. Reciprocal classes and duality formulas
- Sur la géométrie différentielle des groupes de Lie de dimension infinite et ses applications à l'hydrodynamique des fluides parfaits
- Processus de Markov
- Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
- Reciprocal Processes: A Stochastic Analysis Approach
- Conditional brownian motion and the boundary limits of harmonic functions
- The Least Action Principle and the Related Concept of Generalized Flows for Incompressible Perfect Fluids
- Variational processes and stochastic versions of mechanics
- Reciprocal diffusions and stochastic differential equations of second order∗
- Reciprocal processes
- [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]
- Champs markoviens et mesures de Gibbs sur ${R}$
- Some Properties of Path Measures
- Reciprocal Processes: The Stationary Gaussian Case
- Markov Processes, Brownian Motion, and Time Symmetry
- On Information and Sufficiency
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
