Schrödinger processes and large deviations
Journal of Mathematical Physics , Volume 31 - Issue 10 p. 2385- 2388
For a large system of independent diffusing particles, each of which is killed at a certain space-time dependent rate, the conditional distribution of surviving trajectories in a bounded time interval is computed, given the approximate form of the initial and final empirical distribution of surviving particles. This generalizes a result for the Brownian case without killing, which was first obtained by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math. Kl. 1931, 144].