{"id":"https://openalex.org/W4417148273","doi":"https://doi.org/10.1017/jpr.2025.10049","title":"Large deviations for dynamical Schr\u00f6dinger problems","display_name":"Large deviations for dynamical Schr\u00f6dinger problems","publication_year":2025,"publication_date":"2025-12-09","ids":{"openalex":"https://openalex.org/W4417148273","doi":"https://doi.org/10.1017/jpr.2025.10049"},"language":"en","primary_location":{"id":"doi:10.1017/jpr.2025.10049","is_oa":true,"landing_page_url":"https://doi.org/10.1017/jpr.2025.10049","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4EB3C261159632B1079208C41F2D7C5A/S0021900225100491a.pdf/div-class-title-large-deviations-for-dynamical-schrodinger-problems-div.pdf","source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4EB3C261159632B1079208C41F2D7C5A/S0021900225100491a.pdf/div-class-title-large-deviations-for-dynamical-schrodinger-problems-div.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103205850","display_name":"Kengo Kato","orcid":"https://orcid.org/0009-0005-6502-3726"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Kengo Kato","raw_affiliation_strings":["Cornell University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Cornell University","institution_ids":["https://openalex.org/I205783295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5103205850"],"corresponding_institution_ids":["https://openalex.org/I205783295"],"apc_list":null,"apc_paid":null,"fwci":1.4053,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.86008767,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"63","issue":"2","first_page":"668","last_page":"689"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.2946999967098236,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.2946999967098236,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10194","display_name":"Nonlinear Partial Differential Equations","score":0.2540000081062317,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12351","display_name":"Geometry and complex manifolds","score":0.20759999752044678,"subfield":{"id":"https://openalex.org/subfields/2608","display_name":"Geometry and Topology"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/large-deviations-theory","display_name":"Large deviations theory","score":0.8176000118255615},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.7425000071525574},{"id":"https://openalex.org/keywords/dynamical-systems-theory","display_name":"Dynamical systems theory","score":0.5710999965667725},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.5490999817848206},{"id":"https://openalex.org/keywords/mathematical-proof","display_name":"Mathematical proof","score":0.5139999985694885},{"id":"https://openalex.org/keywords/brownian-bridge","display_name":"Brownian bridge","score":0.49459999799728394},{"id":"https://openalex.org/keywords/limiting","display_name":"Limiting","score":0.47909998893737793},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.45750001072883606},{"id":"https://openalex.org/keywords/dynamical-system","display_name":"Dynamical system (definition)","score":0.41499999165534973}],"concepts":[{"id":"https://openalex.org/C75438885","wikidata":"https://www.wikidata.org/wiki/Q3403615","display_name":"Large deviations theory","level":2,"score":0.8176000118255615},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7980999946594238},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.7425000071525574},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.5882999897003174},{"id":"https://openalex.org/C79379906","wikidata":"https://www.wikidata.org/wiki/Q3174497","display_name":"Dynamical systems theory","level":2,"score":0.5710999965667725},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5490999817848206},{"id":"https://openalex.org/C108710211","wikidata":"https://www.wikidata.org/wiki/Q11538","display_name":"Mathematical proof","level":2,"score":0.5139999985694885},{"id":"https://openalex.org/C78651780","wikidata":"https://www.wikidata.org/wiki/Q628309","display_name":"Brownian bridge","level":3,"score":0.49459999799728394},{"id":"https://openalex.org/C188198153","wikidata":"https://www.wikidata.org/wiki/Q1613840","display_name":"Limiting","level":2,"score":0.47909998893737793},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.45750001072883606},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.41519999504089355},{"id":"https://openalex.org/C33962884","wikidata":"https://www.wikidata.org/wiki/Q378637","display_name":"Dynamical system (definition)","level":3,"score":0.41499999165534973},{"id":"https://openalex.org/C180188523","wikidata":"https://www.wikidata.org/wiki/Q574576","display_name":"Exponential decay","level":2,"score":0.38850000500679016},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.358599990606308},{"id":"https://openalex.org/C75235859","wikidata":"https://www.wikidata.org/wiki/Q582659","display_name":"Exponential growth","level":2,"score":0.358599990606308},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.3458000123500824},{"id":"https://openalex.org/C50755983","wikidata":"https://www.wikidata.org/wiki/Q1437483","display_name":"Brownian noise","level":3,"score":0.33889999985694885},{"id":"https://openalex.org/C15964574","wikidata":"https://www.wikidata.org/wiki/Q7295534","display_name":"Rate function","level":3,"score":0.3346000015735626},{"id":"https://openalex.org/C2779664074","wikidata":"https://www.wikidata.org/wiki/Q3518405","display_name":"Terminal (telecommunication)","level":2,"score":0.32829999923706055},{"id":"https://openalex.org/C122203268","wikidata":"https://www.wikidata.org/wiki/Q5862903","display_name":"Probability theory","level":2,"score":0.32519999146461487},{"id":"https://openalex.org/C186659197","wikidata":"https://www.wikidata.org/wiki/Q5452195","display_name":"First-hitting-time model","level":2,"score":0.29010000824928284},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.27970001101493835},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.2754000127315521},{"id":"https://openalex.org/C26955809","wikidata":"https://www.wikidata.org/wiki/Q10167591","display_name":"Initial value problem","level":2,"score":0.25940001010894775},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.2549999952316284},{"id":"https://openalex.org/C19448537","wikidata":"https://www.wikidata.org/wiki/Q33540","display_name":"Limit of a function","level":3,"score":0.25440001487731934}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/jpr.2025.10049","is_oa":true,"landing_page_url":"https://doi.org/10.1017/jpr.2025.10049","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4EB3C261159632B1079208C41F2D7C5A/S0021900225100491a.pdf/div-class-title-large-deviations-for-dynamical-schrodinger-problems-div.pdf","source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1017/jpr.2025.10049","is_oa":true,"landing_page_url":"https://doi.org/10.1017/jpr.2025.10049","pdf_url":"https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4EB3C261159632B1079208C41F2D7C5A/S0021900225100491a.pdf/div-class-title-large-deviations-for-dynamical-schrodinger-problems-div.pdf","source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1393932690","display_name":"FRG: Collaborative Research: Quantile-Based Modeling for Large-Scale Heterogeneous Data","funder_award_id":"1952306","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G2534090922","display_name":null,"funder_award_id":"DMS-1952306","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G3111756622","display_name":"Collaborative Research: Statistical Optimal Transport: Foundation, Computation and Applications","funder_award_id":"2413405","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G3362389382","display_name":null,"funder_award_id":"DMS-2210368","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G936307356","display_name":"New Challenges in Statistical Inference with Regularized Optimal Transport","funder_award_id":"2210368","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4417148273.pdf","grobid_xml":"https://content.openalex.org/works/W4417148273.grobid-xml"},"referenced_works_count":31,"referenced_works":["https://openalex.org/W45882642","https://openalex.org/W1966874355","https://openalex.org/W2000269745","https://openalex.org/W2010353172","https://openalex.org/W2011849226","https://openalex.org/W2023369695","https://openalex.org/W2064772774","https://openalex.org/W2081896234","https://openalex.org/W2127674094","https://openalex.org/W2132883347","https://openalex.org/W2158795665","https://openalex.org/W2962942210","https://openalex.org/W2963035177","https://openalex.org/W2963170010","https://openalex.org/W2963511425","https://openalex.org/W2963830216","https://openalex.org/W2964091670","https://openalex.org/W3114114809","https://openalex.org/W3123819952","https://openalex.org/W3126543049","https://openalex.org/W3127722265","https://openalex.org/W3131762332","https://openalex.org/W3175252931","https://openalex.org/W3217740066","https://openalex.org/W4206471589","https://openalex.org/W4233762729","https://openalex.org/W4255839052","https://openalex.org/W4281755449","https://openalex.org/W4292198165","https://openalex.org/W4301258660","https://openalex.org/W4391483226"],"related_works":[],"abstract_inverted_index":{"Abstract":[0],"We":[1],"establish":[2],"large":[3],"deviations":[4],"for":[5],"dynamical":[6,46],"Schr\u00f6dinger":[7,25,58],"problems":[8],"driven":[9],"by":[10],"perturbed":[11],"Brownian":[12,65],"motions":[13],"when":[14],"the":[15,32,35,41,45,70],"noise":[16],"parameter":[17],"tends":[18],"to":[19,44,69],"zero.":[20],"Our":[21,51],"results":[22],"show":[23],"that":[24,38],"bridges":[26,59,66],"charge":[27],"exponentially":[28],"small":[29],"masses":[30],"outside":[31],"support":[33],"of":[34,57,64],"limiting":[36],"law":[37],"agrees":[39],"with":[40,67],"optimal":[42,48],"solution":[43],"Monge\u2013Kantorovich":[47],"transport":[49],"problem.":[50],"proofs":[52],"build":[53],"on":[54],"mixture":[55],"representations":[56],"and":[60,72],"establishing":[61],"exponential":[62],"continuity":[63],"respect":[68],"initial":[71],"terminal":[73],"points.":[74]},"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-06-25T06:16:34.145877","created_date":"2025-12-09T00:00:00"}