The empirical path measure of symmetrized trapped Brownian bridges satisfies a large deviations principle, and the paper identifies its minimizer with a Schrödinger process and the occupation-measure rate function with β times the Donsker-Varadhan functional.
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Large systems of symmetrized trapped Brownian Bridges and Schrodinger processes
The empirical path measure of symmetrized trapped Brownian bridges satisfies a large deviations principle, and the paper identifies its minimizer with a Schrödinger process and the occupation-measure rate function with β times the Donsker-Varadhan functional.