A simplified variational characterization of Schrödinger processes

Abstract

The variational problem E[1/2 ∫T0(βt−A(t,Xt))2 dt −∫T0c(t,Xt)dt]=min, where βt is the drift process of a diffusion process with unit diffusion coefficient and given initial and final distributions, A is a given vector field, and c is a given scalar field, is considered. It is shown that the solution is given by a certain Markovian diffusion process, which (in the case A=0, c=0) first was investigated by Schrödinger (Sitzungsber. Preuss. Akad. Wiss. Phys. Math. Kl. 1931, 144).

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 34 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.