Schrödinger processes and large deviations

DOI10.1063/1.528840zbMath0736.60071OpenAlexW2068348289MaRDI QIDQ4713338

Anton Wakolbinger, Louis G. Gorostiza, Donald A. Dawson

Publication date: 25 June 1992

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.528840

zbMATH Keywords

empirical distributionminimum entropySchrödinger processconditional distribution of the surviving trajectoriesconditional large deviationrelative entropy criterion

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites Work

• Sanov property, generalized I-projection and a conditional limit theorem
• Transformations of diffusion and Schrödinger processes
• A simplified variational characterization of Schrödinger processes
• Variational processes and stochastic versions of mechanics
• Reciprocal processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4140092 The Markov processes of Schr�dinger]