Stochastic optimal transport revisited
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DOI: 10.1007/s42985-020-00059-3
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References listed on IDEAS
- Nelson, Edward, 1984. "Quantum fluctuations — An introduction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 124(1), pages 509-519.
- Mikami, Toshio, 2004. "Covariance kernel and the central limit theorem in the total variation distance," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 257-268, August.
- Mikami, Toshio & Thieullen, Michèle, 2006. "Duality theorem for the stochastic optimal control problem," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1815-1835, December.
- Rüschendorf, L. & Thomsen, W., 1993. "Note on the Schrödinger equation and I-projections," Statistics & Probability Letters, Elsevier, vol. 17(5), pages 369-375, August.
- Mikami, Toshio, 1998. "Equivalent conditions on the central limit theorem for a sequence of probability measures on R," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 237-242, March.
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Keywords
Stochastic optimal transport; Superposition principle; Nelson process; Marginal problem;All these keywords.
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