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Large deviations for dynamical Schr\"{o}dinger problems
We establish large deviations for dynamical Schr\"{o}dinger problems driven by perturbed Brownian motions when the noise parameter tends to zero. Our results show that Schr\"{o}dinger bridges charge exponentially small masses outside of the support of the limiting law that agrees with the optimal solution to the dynamical Monge-Kantorovich optimal transport …