On Bernstein processes of maximal entropy

DOI10.1080/07362994.2020.1733607zbMath1472.60108arXiv1905.06333OpenAlexW3014612956MaRDI QIDQ4986446

Pierre-A. Vuillermot

Publication date: 27 April 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.06333

zbMATH Keywords

parabolic equationsentropy functionalsBernstein processes

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

A spectral theorem for the semigroup generated by a class of infinitely many master equations

Cites Work

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• A survey of the Schrödinger problem and some of its connections with optimal transport
• An automorphism of product measures
• On the time evolution of Bernstein processes associated with a class of parabolic equations
• Bernstein diffusions for a class of linear parabolic partial differential equations
• On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\)
• Reciprocal processes
• Optimal Transport

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