Schrödinger processes and large deviations
- 1 October 1990
- journal article
- research article
- Published by AIP Publishing in Journal of Mathematical Physics
- Vol. 31 (10) , 2385-2388
- https://doi.org/10.1063/1.528840
Abstract
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. 1 9 3 1, 144].Keywords
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