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A new setting for potential theory · 1980 · DOI 10.5802/aif.797

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math.PR 1

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2026 1

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Schr\"odinger's problem with constraints

math.PR · 2026-05-07 · unverdicted · novelty 7.0

Generalized bridges with constraints solve Schrödinger problems, enabling broader financial equilibrium models with frictions and proving convergence of trading-cost equilibria to the classical Kyle model.

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  • Schr\"odinger's problem with constraints math.PR · 2026-05-07 · unverdicted · none · ref 74

    Generalized bridges with constraints solve Schrödinger problems, enabling broader financial equilibrium models with frictions and proving convergence of trading-cost equilibria to the classical Kyle model.