A system of relative-entropy variational problems and Schrodinger functional equations is introduced and shown to have unique solutions, giving a variational route to a stochastic Knothe-Rosenblatt rearrangement.
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A system of Schr\"odinger's problems and functional equations
A system of relative-entropy variational problems and Schrodinger functional equations is introduced and shown to have unique solutions, giving a variational route to a stochastic Knothe-Rosenblatt rearrangement.