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· 2026 · arXiv 2601.17863

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Bridging classical and martingale Schr\"odinger bridges

math.PR · 2026-04-01 · unverdicted · novelty 8.0

Martingale Schrödinger bridges extend to any dimension, minimize weighted quadratic energy from Brownian motion in continuous time, and coincide with Föllmer martingales in irreducible cases.

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  • Bridging classical and martingale Schr\"odinger bridges math.PR · 2026-04-01 · unverdicted · none · ref 6

    Martingale Schrödinger bridges extend to any dimension, minimize weighted quadratic energy from Brownian motion in continuous time, and coincide with Föllmer martingales in irreducible cases.