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math.PR2024
Schrödinger Bridge Problem for Jump Diffusions
Andrei Zlotchevski, Linan Chen
The Schrödinger bridge problem (SBP) seeks to find the measure on a certain path space which interpolates between state-space distributions at time and…
math.PR2024
Stochastic Kimura Equations
Roland Riachi, Linan Chen
In this work we study the one-dimensional stochastic Kimura equation for…