Zobrazeno 1 - 10
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pro vyhledávání: '"Mikami, Toshio"'
Autor:
Mikami, Toshio
We consider a class of stochastic optimal transport, SOT for short, with given two endpoint marginals in the case where a cost function exhibits at most quadratic growth. We first study the upper and lower estimates, the short--time asymptotics, the
Externí odkaz:
http://arxiv.org/abs/2306.06758
Autor:
Mikami, Toshio, Yamamoto, Haruka
We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and stochastic pr
Externí odkaz:
http://arxiv.org/abs/2212.13658
Autor:
Mikami, Toshio
Publikováno v:
SN Partial Differ. Equ. Appl. (2021) 2:5
We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new approach, w
Externí odkaz:
http://arxiv.org/abs/2003.11811
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish the existe
Externí odkaz:
http://arxiv.org/abs/1903.00052
Autor:
Mikami, Toshio
We study the continuity and the measurability of the solution to Schr\"odinger's functional equation, with respect to space, kernel and marginals, provided the space of all Borel probability measures is endowed with the weak topology. This is a conti
Externí odkaz:
http://arxiv.org/abs/1812.10908
Akademický článek
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Autor:
Mikami, Toshio
E. Schroedinger proposed the equation to find the statistical property of a quantum particle on a finite time interval. It is called "Schroedinger's functional equation". Given probability distributions of a particle at initial and terminal times, it
Externí odkaz:
http://arxiv.org/abs/1703.07021
Autor:
Higuchi, Isao, Mikami, Toshio
Title: An unlikely result Authors: T.M. Other Comments: This paper has been withdrawn Abstract: This paper has been withdrawn by the author due to the fact that some of the results turned out to be known.
Comment: Title: An unlikely result Autho
Comment: Title: An unlikely result Autho
Externí odkaz:
http://arxiv.org/abs/0812.0875
A Hamilton–Jacobi PDE Associated with Hydrodynamic Fluctuations from a Nonlinear Diffusion Equation.
Publikováno v:
Communications in Mathematical Physics. Jul2021, Vol. 385 Issue 1, p1-54. 54p.