1990-12-01
Schrödinger processes and large deviations
Publication
Publication
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].
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Journal of Mathematical Physics | |
Organisation | School of Mathematics and Statistics |
Dawson, D.A, Gorostiza, L., & Wakolbinger, A. (1990). Schrödinger processes and large deviations. Journal of Mathematical Physics, 31(10), 2385–2388.
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