FEYNMAN-KAC FORMULA UNDER A FINITE ENTROPY CONDITION

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Modal'X, UMR CNRS 9023, UPL, Univ Paris Nanterre, Nanterre ^{[1
]}

F92000, France

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关键词：

Diffusion process - Entropic optimal transport - Extended generator - Feynman-Kac formula - Hamilton Jacobi Bellman equation - Kato class - Optimal transport - Relative entropy - Stochastic derivative - Stochastics;

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引用

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