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What is a stochastic Hamiltonian process on finite graph? An optimal transport answer

Published 21 Jan 2021 in math.DS and math.PR | (2101.08420v1)

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.

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