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Some Properties of Path Measures

  • Christian Léonard
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, 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.

Keywords

Unbounded measure Conditional expectation Relative entropy Stochastic processes Schrödinger problem 

AMS classification (2010):

28A50 60J25 

References

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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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