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Some Properties of Path Measures

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Séminaire de Probabilités XLVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 2123))

Abstract

We call any measure on a path space, a path measure. Some notions about path measures which appear naturally when solving the Schrödinger problem are presented and worked out in detail.

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References

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Correspondence to Christian Léonard .

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Léonard, C. (2014). Some Properties of Path Measures. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLVI. Lecture Notes in Mathematics(), vol 2123. Springer, Cham. https://doi.org/10.1007/978-3-319-11970-0_8

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