arXiv · 2101.08420
What is a stochastic Hamiltonian process on finite graph? An optimal transport answer
Abstract
We present a definition of stochastic Hamiltonian process on finite graph via its corresponding density dynamics in Wasserstein manifold. We demonstrate the existence of stochastic Hamiltonian process in many classical discrete problems, such as the optimal transport problem, Schr\"odinger equation and Schr\"odinger bridge problem (SBP). The stationary and periodic properties of Hamiltonian processes are also investigated in the framework of SBP.
Explore related subjects
Keep this discovery
Jianbo Cui, Shu liu, Haomin Zhou. 2021-01-21. What is a stochastic Hamiltonian process on finite graph? An optimal transport answer. https://arxiv.org/abs/2101.08420
Cite the original work for its findings. Save a collection to share your selection of sources.