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Journal Articles Séminaire de Probabilités Year : 2014

Some properties of path measures

Christian Léonard
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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.
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Dates and versions

hal-00849932 , version 1 (01-08-2013)

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Christian Léonard. Some properties of path measures. Séminaire de Probabilités, 2014, Séminaire de probabilités de Strasbourg, 46, Lecture Notes in Mathematics (2123), pp.207-230. ⟨hal-00849932⟩
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