The existing formulations of the Schr\"{o}dinger interpolating dynamics, which is constrained by the prescribed input-output statistics data, utilize strictly positive Feynman-Kac kernels. This implies that the related Markov diffusion processes admit vanishing probability densities only at the boundaries of the spatial volume confining the process. We extend the framework to encompass singular potentials and associated nonnegative Feynman-Kac-type kernels. It allows to deal with general nonnegative solutions of the Schr\"{o}dinger boundary data problem. The resulting stochastic processes are capable of both developing and destroying nodes (zeros) of probability densities in the course of their evolution
We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of...
AbstractConsider a path-integral Ex exp {∞toV(X(s))ds} f(X(t)) which is the solution to a diffusion ...
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a c...
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique M...
Blanchard P, Garbaczewski P, Olkiewicz R. Non-negative Feynman-Kac kernels in Schrodinger's interpol...
We discuss the so-called Schr{ö}dinger problem of deducing the microscopic (basically stochastic) ev...
Motivated by entropic optimal transport, we investigate an extended notion of solution to the parabo...
The classical Feynman-Kac formula states the connection between linear parabolic partial differentia...
The Schrödinger problem of deducing the microscopic dynamics from the input-output statistics data i...
The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces. ...
AbstractA nonlinear pure-jump Markov process is associated with a singular Kac equation. This proces...
Blanchard P, GARBACZEWSKI P. NATURAL BOUNDARIES FOR THE SMOLUCHOWSKI EQUATION AND AFFILIATED DIFFUSI...
AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probab...
48 pages, version étendue d'un article soumisInternational audienceRecently we have introduced Moran...
This note contains some technical results developed for Kamihigashi and Stachurski (2010). We first ...
We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of...
AbstractConsider a path-integral Ex exp {∞toV(X(s))ds} f(X(t)) which is the solution to a diffusion ...
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a c...
Probablistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique M...
Blanchard P, Garbaczewski P, Olkiewicz R. Non-negative Feynman-Kac kernels in Schrodinger's interpol...
We discuss the so-called Schr{ö}dinger problem of deducing the microscopic (basically stochastic) ev...
Motivated by entropic optimal transport, we investigate an extended notion of solution to the parabo...
The classical Feynman-Kac formula states the connection between linear parabolic partial differentia...
The Schrödinger problem of deducing the microscopic dynamics from the input-output statistics data i...
The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces. ...
AbstractA nonlinear pure-jump Markov process is associated with a singular Kac equation. This proces...
Blanchard P, GARBACZEWSKI P. NATURAL BOUNDARIES FOR THE SMOLUCHOWSKI EQUATION AND AFFILIATED DIFFUSI...
AbstractThis paper uses martingale calculus in order to study multiplicative Kac functionals. Probab...
48 pages, version étendue d'un article soumisInternational audienceRecently we have introduced Moran...
This note contains some technical results developed for Kamihigashi and Stachurski (2010). We first ...
We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of...
AbstractConsider a path-integral Ex exp {∞toV(X(s))ds} f(X(t)) which is the solution to a diffusion ...
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a c...