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math.PR2025
A weak convergence approach to the large deviations of the dynamic Schrödinger problem
Viktor Nilsson, Pierre Nyquist
In this paper, we consider the large deviations for dynamical Schrödinger problems, using the variational approach developed by Dupuis, Ellis, Budhiraja, and others. Recent results…
math.PR2025
Large deviations for scaled families of Schrödinger bridges with reflection
Viktor Nilsson, Pierre Nyquist
In this paper, we show a large deviation principle for certain sequences of static Schrödinger bridges, typically motivated by a scale-parameter decreasing towards zero, extending…