相关论文: Non-exponential Sanov and Schilder theorems on Wie…

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…

Here is investigated the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schr\"odinger equation perturbed by a linear multiplicative Wiener process. The existence of…

In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…

We establish large deviations for dynamical Schr\"{o}dinger problems driven by perturbed Brownian motions when the noise parameter tends to zero. Our results show that Schr\"{o}dinger bridges charge exponentially small masses outside the…

In this article, we present a general methodology for stochastic control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main…

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…

For general second order evolution equations, we prove an optimal condition on the degree of unboundedness of the damping, that rules out finite-time extinction. We show that control estimates give energy decay rates that explicitly depend…

We show convergence of the gradients of the Schr\"odinger potentials to the Brenier map in the small-time limit under general assumptions on the marginals, which allow for unbounded densities and supports. Furthermore, we provide novel…

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…

We take a new look at the relation between the optimal transport problem and the Schr\"{o}dinger bridge problem from the stochastic control perspective. We show that the connections are richer and deeper than described in existing…

Considerable progress has recently been made with geometrical approaches to understanding and controlling small out-of-equilibrium systems, but a mathematically rigorous foundation for these methods has been lacking. Towards this end, we…

The \emph{Schr\"odinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schr\"odinger as the problem of describing the most likely evolution of…

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…

We study optimal bilinear control problems for stochastic nonlinear Schr\"odinger equations in both the mass subcritical and critical case. For general initial data of the minimal L2 regularity, we prove the existence and first order…

We consider a linear Schr\"odinger equation, on a bounded interval, with bilinear control, that represents a quantum particle in an electric field (the control). We prove the controllability of this system, in any positive time, locally…

The paper is devoted to a stochastic optimal control problem for a two scale, infinite dimensional, stochastic system. The state of the system consists of slow and fast component and its evolution is driven by both continuous Wiener noises…

We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…

We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…