On the Equivalence of Stochastic Control and Path Space Formulations for Schr\"odinger Bridges over Compact Connected Lie Groups
We establish the equivalence between the stochastic optimal control and path space formulations of the Schr\"odinger bridge problem (SBP) for the kinematic equation on a compact connected Lie group. Using the geometric concepts of horizontal lift and stochastic anti-development, we derive a Girsanov-type change-of-meas...