The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon. The Most Likely Evolution of Diffusing and Vanishing Particles: Schrödinger Bridges with Unbalanced Marginals. SIAM J. Control and Optimization, 60(4):2016-2039, 2022. [doi]

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