Some properties of path measures
暂无分享,去创建一个
We call any measure on a path space, a path measure. Some notions about path measures which appear naturally when solving the Schrodinger problem are presented and worked out in detail.
[1] Frank Kelly,et al. Reversibility and Stochastic Networks , 1979 .
[2] Hans Föllmer,et al. Random fields and diffusion processes , 1988 .
[3] Christian L'eonard,et al. Transport Inequalities. A Survey , 2010, 1003.3852.
[4] R. Cooke. Real and Complex Analysis , 2011 .
[5] Christian L'eonard. A survey of the Schr\"odinger problem and some of its connections with optimal transport , 2013, 1308.0215.