Large Deviations
Published in Birkhäuser Basel eBooks • Jan 1, 1996
NobleIDNI4P54W22R40S64
Authors:
Robert Aebi
Abstract
Schrödinger processes in Definition 2.4.1 are diffusion processes with given dynamics and prescribed marginal distributions at finite initial time a and final time b. Section 1.3 provides a large deviation approach to Schrödinger processes in a discrete setting. This chapter is devoted to a large de...
Finding related papers...
Discussions
(0)No comments yet
Be the first to share your thoughts!