Università degli Studi di Padova

“On the Schroedinger problem for interacting particles”

Venerdì 20 Febbraio 2026, ore 14:30 - Aula 2BC30 - Lorenzo Bertini (Università di Roma La Sapienza)

Abstract

After a brief review of the classical formulation of the Schroedinger problem for independent particles, I will discuss its formulation in the context of interacting particles in the hydrodynamical regime. In particular, I will describe the functional derived by Quastel, Rezakhanlou, and Varadhan that encodes the large deviations of the empirical measure which is in fact a richer observable than the hydrodynamic observables density and current. In the case in which the constraints are on the initial and final density, the optimal measure for the Schroedinger problem can be characterized. I will finally mention versions of the Schroedinger problem with constraints on the current.


Seminars in Probability and Finance