A survey of the Schrödinger problem and some of its  connections with optimal transport

Christian Léonard

doi:10.3934/dcds.2014.34.1533

Article Contents

2014, Volume 34, Issue 4: 1533-1574. Doi: 10.3934/dcds.2014.34.1533

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A survey of the Schrödinger problem and some of its connections with optimal transport

Christian Léonard^1,

1.
Modal-X. Université Paris Ouest, Bât. G, 200 av. de la République. 92001 Nanterre

Received: October 31, 2012

Revised: February 28, 2013

Published: March 2014

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Abstract

This article is aimed at presenting the Schrödinger problem and some of its connections with optimal transport. We hope that it can be used as a basic user's guide to Schrödinger problem. We also give a survey of the related literature. In addition, some new results are proved.

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Mathematics Subject Classification: 46N10, 60J25, 60F10.

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