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Series series Chapman & Hall/CRC Pure and Applied Mathematics
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Series series Mathematics and Statistics (R0)
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Series series Stability and Control: Theory, Methods and Applications
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Series series Mathematics and Statistics (R0)
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Series series Mathematics and Statistics (R0)
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Series series Dover Books on Mathematics
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Series series Physics and Astronomy (R0)
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Described here is Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view. Therein lies the main focus of Euclidean field theory. The notion of Gaussian measure and the construction of the Wiener measure are covered. As well, the notion of classical mechanics and the Schrödinger picture of quantum mechanics are recalled. There, the
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Stochastic Optimal Transportation

Stochastic Control with Fixed Marginals

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Series series Mathematics and Statistics (R0)
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In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed initial and terminal distributions. Also described is Schrödinger’s problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is
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