Séminaire de Probabilités XLVI pp 207-230

Part of the Lecture Notes in Mathematics book series (LNM, volume 2123) | Cite as

Some Properties of Path Measures

Chapter

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.

Keywords

Unbounded measure Conditional expectation Relative entropy Stochastic processes Schrödinger problem 

AMS classification (2010):

28A50 60J25 

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Modal-X, Université Paris OuestNanterreFrance

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